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Authors: Madeleine B. Thompson
Title: [download]
(2217)
Introduction to SamplerCompare
Reference: Vol. 43, Issue 12, Aug 2011
Submitted 2010-09-15, Accepted 2011-08-05
Type: Article
Abstract:

SamplerCompare is an R package for comparing the performance of Markov chain Monte Carlo (MCMC) samplers. It samples from a collection of distributions with a collection of MCMC methods over a range of tuning parameters. Then, using log density evaluations per uncorrelated observation as a figure of merit, it generates a grid of plots showing the results of the simulation. It comes with a collection of predefined distributions and samplers and provides R and C interfaces for defining additional ones. It also provides the means to import simulation data generated by external systems. This document provides background on the package and demonstrates the basics of running simulations, visualizing results, and defining distributions and samplers in R.

Paper: [download]
(2217)
Introduction to SamplerCompare
(application/pdf, 261.4 KB)
Supplements: [download]
(499)
SamplerCompare_1.2.1.tar.gz: R source package
(application/x-gzip, 320.8 KB)
[download]
(526)
v43i12.R: R example code from the paper
(application/octet-stream, 1.7 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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