Beta version of NIMBLE with automatic differentiation, including HMC sampling and Laplace approximation | allainews.com

July 15, 2022, 4:16 p.m. | Chris Paciorek

R-bloggers www.r-bloggers.com

We’re excited to announce that NIMBLE now supports automatic differentiation (AD), also known as algorithmic differentiation, in a beta version available on our website. In this beta version, NIMBLE now provides: Hamiltonian Monte Carlo (HMC) sampling for an entire parameter vector or arbitrary subsets of the parameter vector (i....

Continue reading: Beta version of NIMBLE with automatic differentiation, including HMC sampling and Laplace approximation

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