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Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects

Sat, May 14, 2011 10:12 AM

I implemented hybrid mcmc (Hamiltonian) in AD Model Builder's random 
effects module.
So far as I know it has not been used much.  It should be possible to 
access it for testing from
Ben Bolker's glmmadmb package for R without too much trouble.

Thread (4 messages)

Dominick Samperi Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects May 13 dave fournier Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects May 14 Dominick Samperi Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects May 15 dave fournier Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects May 15