Description
Stochastic Newton Sampler (SNS) is a Metropolis-Hastings-based, Markov Chain Monte Carlo sampler for twice differentiable, log-concave probability density functions (PDFs) where the proposal density function is a multivariate Gaussian resulting from a second-order Taylor-series expansion of log-density around the current point. The mean of the Gaussian proposal is the full Newton-Raphson step from the current point. A Boolean flag allows for switching from SNS to Newton-Raphson optimization (by choosing the mean of proposal function as next point). This can be used during burn-in to get close to the mode of the PDF (which is unique due to concavity). For high-dimensional densities, mixing can be improved via 'state space partitioning' strategy, in which SNS is applied to disjoint subsets of state space, wrapped in a Gibbs cycle. Numerical differentiation is available when analytical expressions for gradient and Hessian are not available. Facilities for validation and numerical differentiation of log-density are provided. Note: Formerly available versions of the MfUSampler can be obtained from the archive <https://cran.r-project.org/src/contrib/Archive/MfUSampler/>.
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Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
CRAN incoming feasibility
Maintainer: ‘Alireza Mahani <alireza.s.mahani@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Alireza", "S."),
family = "Mahani",
role = "aut"),
person(given = "Asad",
family = "Hasan",
role = "aut"),
person(given = "Marshall",
family = "Jiang",
role = "aut"),
person(given = c("Mansour", "T.A."),
family = "Sharabiani",
role = "aut"),
person(given = "Alireza",
family = "Mahani",
role = "cre",
email = "alireza.s.mahani@gmail.com"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Alireza Mahani <alireza.s.mahani@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Alireza", "S."),
family = "Mahani",
role = "aut"),
person(given = "Asad",
family = "Hasan",
role = "aut"),
person(given = "Marshall",
family = "Jiang",
role = "aut"),
person(given = c("Mansour", "T.A."),
family = "Sharabiani",
role = "aut"),
person(given = "Alireza",
family = "Mahani",
role = "cre",
email = "alireza.s.mahani@gmail.com"))
as necessary.
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
CRAN incoming feasibility
Maintainer: ‘Alireza Mahani <alireza.s.mahani@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Alireza", "S."),
family = "Mahani",
role = "aut"),
person(given = "Asad",
family = "Hasan",
role = "aut"),
person(given = "Marshall",
family = "Jiang",
role = "aut"),
per
CRAN incoming feasibility
Maintainer: ‘Alireza Mahani <alireza.s.mahani@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Alireza", "S."),
family = "Mahani",
role = "aut"),
person(given = "Asad",
family = "Hasan",
role = "aut"),
person(given = "Marshall",
family = "Jiang",
role = "aut"),
per