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pHMC

Proximal Hamiltonian Monte Carlo for Non-Smooth Bayesian Inference

Implements the Proximal Hamiltonian Monte Carlo (p-HMC) algorithm for Bayesian sampling and estimation from non-differentiable target densities. The method decomposes a target potential into a smooth component f(x) and a non-smooth convex component g(x), approximating only g(x) via its Moreau-Yosida envelope while retaining exact gradient information for f(x). This approach, based on the methodology described in Shukla, Vats, and Chi (2025) <doi:10.48550/arXiv.2510.22252>, yields improved Hamiltonian conservation over full-potential smoothing approaches. The package provides generalized routines accepting user-defined probability density functions, log-likelihoods, priors, and proximal operators, together with automated hyperparameter tuning for the Moreau-Yosida regularization parameter, Markov chain Monte Carlo convergence diagnostics, effective sample size computation, and model evaluation metrics including the Akaike information criterion and Bayesian information criterion.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 pHMC_0.1.0.tar.gz 69.5 KiB
0.1.0 rolling linux/noble R-4.5 pHMC_0.1.0.tar.gz 69.4 KiB
0.1.0 rolling source/ R- pHMC_0.1.0.tar.gz 14.5 KiB
0.1.0 latest linux/jammy R-4.5 pHMC_0.1.0.tar.gz 69.5 KiB
0.1.0 latest linux/noble R-4.5 pHMC_0.1.0.tar.gz 69.4 KiB
0.1.0 latest source/ R- pHMC_0.1.0.tar.gz 14.5 KiB
0.1.0 2026-04-23 source/ R- pHMC_0.1.0.tar.gz 0 B

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