Cole Monnahan
The aim of ‘adnuts’ (pronounced A-D NUTS like A-D MB) is to provide advanced MCMC sampling for ‘ADMB’ and ‘TMB’ models. It mimics ‘Stan’ in functionality and feel, specifically providing no-U-turn (NUTS) sampling with adaptive mass matrix and parallel execution.
Monnahan, C. C., & Kristensen, K. (2018). No-U-turn sampling for fast Bayesian inference in ADMB and TMB: Introducing the adnuts and tmbstan R packages. PLOS ONE, 13(5), e0197954. https://doi.org/10.1371/journal.pone.0197954