Hamiltonian Monte Carlo and Reimann manifold Langevin Monte Carlo and Mixed Effects
On Sat, May 14, 2011 at 1:12 PM, dave fournier <davef at otter-rsch.com> wrote:
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.
Thanks Dave, I just installed glmmADMB from R-Forge (Version 0.5-2) but found no information about Hybrid or Hamiltonian MCMC there. Dominick