mcmc-types-1.0.3: Common types for sampling.
Common types for implementing Markov Chain Monte Carlo (MCMC) algorithms.
An instance of an MCMC problem can be characterized by the following:
- A target distribution over some parameter space
- A parameter space for a Markov chain to wander over
- A transition operator to drive the Markov chain
mcmc-types provides the suitably-general Target
, Chain
, and
Transition
types for representing these things respectively.
Modules
- Data
- Sampling