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C++ template library for probabilistic programming

v1.0

3 years ago
  • Model expressions can be built for univariate, multi-samples
  • NUTS and Metropolis-Hastings algorithm implemented
  • NUTS optimized using STAN's logic
    • Adaptive up to diagonal precision matrix
    • Windowed approach as in STAN for warmup
    • Modified "state" variable (theta) to be momentum integration