'Moreau-Yosida' Importance Sampling for Statistical Inference
Overview
Implements 'Moreau-Yosida' Markov chain Monte Carlo ('MCMC') importance sampling for parameter estimation and Bayesian inference under smooth, non-differentiable, or light-tailed target posterior distributions and arbitrary probability models with complete or censored data. Users supply user-defined probability density functions, optional distribution functions, parameter ranges, and observations subject to complete, right, left, interval, Type-I, Type-II, progressive Type-II, first-failure, or truncation schemes. Constructs 'Moreau-Yosida' envelopes, gradient-based proposals ('MALA', 'HMC', or 'RWM'), self-normalized importance weights, batch-means asymptotic variance estimates, and Bayesian marginal quantiles. Methodologies are based on 'Shukla', 'Vats', and 'Chi' (2025) doi:10.48550/arXiv.2501.02228, 'Pereyra' (2016) doi:10.1111/sjos.12208, 'Durmus' and others (2022) doi:10.1214/22-EJS2027, 'Chen' and 'Shao' (1999) doi:10.1214/ss/1009211804, 'Roberts' and 'Rosenthal' (1998) doi:10.1214/aoap/1028903378, 'Geweke' (1989) doi:10.2307/2290062, 'Hesterberg' (1995) doi:10.1080/00031305.1995.10476138, and 'Balakrishnan' and 'Aggarwala' (2000, ISBN:978-0-8176-4001-9).
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK8 OK2026-08-06
Documentation
- Help pages
- 16 (1 internal)includes a package overview page
- Examples that run
- 100%14 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 13%
Downloads
Dependencies
Installing MYIS adds no packages beyond those that come with R.
Code & Tests
People & History
- 0.1.0Latestfirst seen 2026-08-05 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First seen
- 2026-08-05
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 37 KB
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