RZigZag

Zig-Zag Sampler

CRAN Package

Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016) doi:10.48550/arXiv.1607.03188 applied and Bouncy Particle Sampler doi:10.48550/arXiv.1510.02451 for a Gaussian target and Student distribution.


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