I2 ICT software
grapham (2020)
Vihola, M. (2020). grapham. GitHub. https://github.com/mvihola/grapham
JYU authors or editors
Publication details
All authors or editors: Vihola, Matti
Publication year: 2020
Publication date: 20/11/2020
Publisher: GitHub
Publication language: English
Persistent website address: https://github.com/mvihola/grapham
Publication open access: Openly available
Publication channel open access: Open Access channel
Abstract
This is the source code of the Grapham (Graphical models with adaptive random walk Metropolis algorithms), which is directly related to these publications:
Comput. Stat. Data An. 54(1), 2010 (preprint: arXiv).
Statist. Comput. 22(5), 2012 (preprint: arXiv)
and which implements a number of other adaptive MCMC algorithms as well. See this page for more details.
See also the newer AdaptiveMCMC.jl Julia-package which implements partly the same algorithms, in a more modular fashion.
Comput. Stat. Data An. 54(1), 2010 (preprint: arXiv).
Statist. Comput. 22(5), 2012 (preprint: arXiv)
and which implements a number of other adaptive MCMC algorithms as well. See this page for more details.
See also the newer AdaptiveMCMC.jl Julia-package which implements partly the same algorithms, in a more modular fashion.
Keywords: sampling (statistical methods); stochastic processes; Markov chains; Monte Carlo methods; algorithms
Contributing organizations
Ministry reporting: Yes
