No-U-turn sampling for ADMB models
Summary | Sampling for ADMB models | Setting up the model | Sampling with sample_nuts and sample_rwm | mceval phase and posterior outputs | Bounds & Priors | Initializing chains | Parallel sampling | Diagnostics and plotting results | Diagnosing MCMC chains | Plotting output | Mass matrix adaptation | Sampling for TMB models | The no-U-turn sampler implementation | Brief review of Hamiltonian Monte Carlo | Algorithm implementation details | User intervention | Algorithm validity | References