A C++ library of Markov Chain Monte Carlo (MCMC) methods
cpp
automatic-differentiation
eigen
cpp11
armadillo
differential-evolution
mcmc
hmc
hamiltonian-monte-carlo
markov-chain-monte-carlo
de
metropolis-hastings
eigen3
mala
langevin-diffusion
riemannian-manifold
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Updated
Feb 8, 2024 - C++