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Adjusting the noise distribution in the Barker proposal1 years ago
Example target distribution | Creating Barker proposal with a custom noise distribution | Sampling chains with proposals | Comparing performance of proposals | References
Robust gradient-based MCMC with the Barker proposal1 years ago
Example target distribution | Creating proposal distribution | Setting up adaptation of tuning parameters | Sampling a chain | Summarizing results using posterior package | Sampling using a Langevin proposal | Comparing adaptation using Barker and Langevin proposal | References