MCMChybridGP
Hybrid Markov Chain Monte Carlo Using Gaussian Processes
Hybrid Markov chain Monte Carlo (MCMC) for sampling from multimodal target distributions when derivatives are unavailable. A Gaussian process approximation is used to emulate derivatives, enabling efficient exploration with parallel tempering. The method is described in Fielding, Nott and Liong (2011) <doi:10.1198/TECH.2010.09195>. The research was carried out as part of the Singapore-Delft Water Alliance Multi-Objective Multi-Reservoir Management programme (R-264-001-272).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
7.0.1 |
rolling linux/jammy R-4.5 | MCMChybridGP_7.0.1.tar.gz |
130.8 KiB |
7.0.1 |
rolling linux/noble R-4.5 | MCMChybridGP_7.0.1.tar.gz |
131.6 KiB |
7.0.1 |
rolling source/ R- | MCMChybridGP_7.0.1.tar.gz |
18.1 KiB |
7.0.1 |
latest linux/jammy R-4.5 | MCMChybridGP_7.0.1.tar.gz |
130.8 KiB |
7.0.1 |
latest linux/noble R-4.5 | MCMChybridGP_7.0.1.tar.gz |
131.6 KiB |
7.0.1 |
latest source/ R- | MCMChybridGP_7.0.1.tar.gz |
18.1 KiB |
7.0.1 |
2026-04-23 source/ R- | MCMChybridGP_7.0.1.tar.gz |
0 B |