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NOAA Fisheries Integrated Toolbox

Tool: AD no U-turn sampling (adnuts)


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Authors

Cole Monnahan

Description

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.

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Citation

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

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