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sgmcmc
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]
[Scholar Profile | Author Map]
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 28 Mar. 2025.
Previous versions and publish date:
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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
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