Other packages > Find by keyword >

sgmcmc  

Stochastic Gradient Markov Chain Monte Carlo
View on CRAN: Click here


Download and install sgmcmc package within the R console
Install from CRAN:
install.packages("sgmcmc")

Install from Github:
library("remotes")
install_github("cran/sgmcmc")

Install by package version:
library("remotes")
install_version("sgmcmc", "0.2.5")



Attach the package and use:
library("sgmcmc")
Maintained by
Jack Baker
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-07-18
Latest Update: 2023-03-16
Description:
Provides functions that performs popular stochastic gradient Markov chain Monte Carlo SGMCMC methods on user specified models. The required gradients are automatically calculated using TensorFlow httpswww.tensorflow.org an efficient library for numerical computation. This means only the log likelihood and log prior functions need to be specified. The methods implemented include stochastic gradient Langevin dynamics SGLD stochastic gradient Hamiltonian Monte Carlo SGHMC stochastic gradient Nose-Hoover thermostat SGNHT and their respective control variate versions for increased efficiency. References M. Welling Y. W. Teh 2011 httpwww.icml-2011.orgpapers398icmlpaper.pdf T. Chen E. B. Fox C. E. Guestrin 2014 arXiv1402.4102 N. Ding Y. Fang R. Babbush C. Chen R. D. Skeel H. Neven 2014 httpspapers.nips.ccpaper5592-bayesian-sampling-using-stochastic-gradient-thermostats J. Baker P. Fearnhead E. B. Fox C. Nemeth 2017 arXiv1706.05439. For more details see doi10.18637jss.v091.i03.
How to cite:
Jack Baker (2017). sgmcmc: Stochastic Gradient Markov Chain Monte Carlo. R package version 0.2.5, https://cran.r-project.org/web/packages/sgmcmc. Accessed 23 Apr. 2025.
Previous versions and publish date:
0.1.0 (2017-07-18 23:55), 0.2.0 (2017-09-26 19:14), 0.2.1 (2018-02-21 16:52), 0.2.2 (2018-04-11 18:52), 0.2.3 (2018-09-14 17:10), 0.2.4 (2019-05-01 21:30), 0.2.5 (2019-10-24 20:10)
Other packages that cited sgmcmc R package
View sgmcmc citation profile
Other R packages that sgmcmc depends, imports, suggests or enhances
Functions, R codes and Examples using the sgmcmc R package
Some associated functions: getDataset . getParams . initSess . installTF . sghmc . sghmcSetup . sghmccv . sghmccvSetup . sgld . sgldSetup . sgldcv . sgldcvSetup . sgmcmc . sgmcmcStep . sgnht . sgnhtSetup . sgnhtcv . sgnhtcvSetup . 
Some associated R codes: controlVariates.R . data.R . dynamics.R . install.R . setup.R . sghmc.R . sghmccv.R . sgld.R . sgldcv.R . sgmcmc.R . sgnht.R . sgnhtcv.R . storage.R . tfErrors.R . update.R . zzz.R .  Full sgmcmc package functions and examples
Downloads during the last 30 days
03/2503/2603/2803/2904/0404/0704/1204/17Downloads for sgmcmc0246810121416TrendBars

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
pkgndep  
Analyze Dependency Heaviness of R Packages
A new metric named 'dependency heaviness' is proposed that measures the number of additional depend ...
Download / Learn more Package Citations See dependency  
GenomeAdapt  
Detecting Signatures of Local Adaptation Based on Ancestry Trajectories
Portable, scalable and highly computationally efficient tool for detecting signatures of local adapt ...
Download / Learn more Package Citations See dependency  
ODEnetwork  
Network of Differential Equations
Simulates a network of ordinary differential equations of order two. The package provides an easy i ...
Download / Learn more Package Citations See dependency  
sociome  
Operationalizing Social Determinants of Health Data for Researchers
Accesses raw data via API and calculates social determinants of health measures for user-specified l ...
Download / Learn more Package Citations See dependency  
BLRShiny2  
Interactive Document for Working with Binary Logistic Regression Analysis
An interactive document on the topic of binary logistic regression analysis using 'rmarkdown' and ...
Download / Learn more Package Citations See dependency  

24,098

R Packages

207,311

Dependencies

65,069

Author Associations

24,099

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA