drawLaplaceMomentum

Generate a d-dimensional momentum where the density of each element is proportional to exp(-|pi|).

Efficient sampling from high-dimensional truncated Gaussian
distributions, or multivariate truncated normal (MTN). Techniques include
zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and
Marc A. Suchard (2024) <doi:10.1080/01621459.2024.2395587>, and harmonic Monte Carlo in Ari Pakman
and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.

Zhenyu Zhang

hdtg

Generate Samples from Multivariate Truncated Normal
Distributions

Andrew Chin

Akihiko Nishimura

Marc A. Suchard

John W. Ratcliff et al.

drawLaplaceMomentum function

<dl><dt>d</dt>
<dd>dimension of the momentum.</dd></dl>

Arguments

Draw a random Laplace momentum — drawLaplaceMomentum

<dl>

<dt>d</dt>
<dd>dimension of the momentum.</dd>

</dl>

drawLaplaceMomentum: Draw a random Laplace momentum

Description

Usage

Value

Arguments

See Also

Examples