# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "sns" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'sns: Stochastic Newton Sampler (SNS)'
version: 1.2.2
doi: 10.18637/jss.v074.c02
identifiers:
- type: doi
  value: 10.32614/CRAN.package.sns
abstract: '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/>.'
authors:
- family-names: Mahani
  given-names: Alireza
  email: alireza.s.mahani@gmail.com
- family-names: Mahani
  given-names: Alireza S.
- family-names: Hasan
  given-names: Asad
- family-names: Jiang
  given-names: Marshall
- family-names: Sharabiani
  given-names: Mansour T.A.
preferred-citation:
  type: article
  title: 'Stochastic Newton Sampler: The R Package sns'
  authors:
  - family-names: Mahani
    given-names: Alireza S.
    email: alireza.s.mahani@gmail.com
  - family-names: Hasan
    given-names: Asad
  - family-names: Jiang
    given-names: Marshall
  - family-names: Sharabiani
    given-names: Mansour T. A.
  journal: Journal of Statistical Software, Code Snippets
  year: '2016'
  volume: '74'
  issue: '2'
  doi: 10.18637/jss.v074.c02
  start: '1'
  end: '33'
repository: https://asmahani.r-universe.dev
commit: 766b6821a98ea206fe461d23237bc4a4589c24af
date-released: '2022-11-01'
contact:
- family-names: Mahani
  given-names: Alireza
  email: alireza.s.mahani@gmail.com