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Proximal Hamiltonian Monte Carlo for Non-Smooth Bayesian Inference

0packages depend
450downloads / year
75.0%test coverage
13/13flavors OK

Overview

About

Implements the Proximal Hamiltonian Monte Carlo (p-HMC) algorithm for Bayesian sampling and estimation from non-differentiable target densities. The method decomposes a target potential into a smooth component f(x) and a non-smooth convex component g(x), approximating only g(x) via its Moreau-Yosida envelope while retaining exact gradient information for f(x). This approach, based on the methodology described in Shukla, Vats, and Chi (2025) doi:10.48550/arXiv.2510.22252, yields improved Hamiltonian conservation over full-potential smoothing approaches. The package provides generalized routines accepting user-defined probability density functions, log-likelihoods, priors, and proximal operators, together with automated hyperparameter tuning for the Moreau-Yosida regularization parameter, Markov chain Monte Carlo convergence diagnostics, effective sample size computation, and model evaluation metrics including the Akaike information criterion and Bayesian information criterion.

Install

Health

CRAN checks
13OK
Slowest check: 1.5 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OKNow
  • OK7 OK2026-08-22
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
5
Examples that run
0%1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
25%
Documented parameters
97%
Return-value docs
100%
Help pages citing references
80%

Downloads

450
CRAN downloads in the past year
Rank #24,828 · ~1/day · ~38/mo
Daily download trend is not available in this view yet.
22330 days
45090 days
4501 year
Compare downloads with other packages →
Also on11 r2u

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing pHMC adds no packages beyond those that come with R.

Depends (0)
none
Imports (5)
statsgraphicsgrDevicesutilsMatrix
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (4)
Author, Maintainer since 0.1.0 (2026)
Releases (1)
  • 0.1.0Latest
    2026-08-21 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-08-21
Total releases
1 / 1 yrs
License
GPL (>= 2) OSI
Download size
14 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("pHMC")
Tyagi, S., Pandey, A., Singh, B., & Tripathi, V. (2026). pHMC: Proximal Hamiltonian Monte Carlo for Non-Smooth Bayesian Inference (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.pHMC

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for pHMC version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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