StochMCMC.jl

Author:Al-Ahmadgaid B. Asaad (alasaadstat@gmail.com | https://alstatr.blogspot.com/)
Requires:julia releases 0.4.1 or later
Date:Apr 18, 2017
License:MIT
Website:https://github.com/alstat/StochMCMC.jl

A julia package for Stochastic Gradient Markov Chain Monte Carlo. The package is part of my master’s thesis entitled Bayesian Autoregressive Distributed Lag via Stochastic Gradient Hamiltonian Monte Carlo or BADL-SGHMC, under the supervision of Dr. Joselito C. Magadia of School of Statistics, University of the Philippines Diliman. This work aims to accommodate other Stochastic Gradient MCMCs in the near future.

Installation

To install the package, run the following

Pkg.clone("https://github.com/alstat/StochMCMC.jl")

And to load the package, run

using StochMCMC

Indices