Proximal Hamiltonian Monte Carlo for Non-Smooth Bayesian Inference

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Documentation for package ‘pHMC’ version 0.1.0

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coef.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
grad_my_envelope Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
logLik.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
phmc Generalized Proximal Hamiltonian Monte Carlo Sampler and Estimator
phmc_lasso Specialized High-Level Estimators Using Proximal HMC
phmc_logistic Specialized High-Level Estimators Using Proximal HMC
phmc_matrix Specialized High-Level Estimators Using Proximal HMC
phmc_methods S3 Methods for Proximal Hamiltonian Monte Carlo Objects
phmc_tune Hyperparameter Tuning for Moreau-Yosida Regularization Parameter
plot.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
print.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
print.summary.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
proximal_operators Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
prox_elastic_net Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
prox_l1 Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
prox_l2 Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
prox_nuclear Proximal Mapping Operators and Moreau-Yosida Envelope Gradients
specialized_models Specialized High-Level Estimators Using Proximal HMC
summary.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects
vcov.phmc S3 Methods for Proximal Hamiltonian Monte Carlo Objects