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add reference to related packages
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scheidan authored Apr 11, 2022
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Expand Up @@ -63,9 +63,24 @@ autocorplot(chain)
corner(chain)
```

### Related Julia Packages

- [MCMCChains.jl](https://github.com/TuringLang/MCMCChains.jl)

#### Hamiltonian Monte Carlo (gradient based)

- [DynamicHMC.jl](https://github.com/tpapp/DynamicHMC.jl)
- [AdvancedHMC.jl](https://github.com/TuringLang/AdvancedHMC.jl)

#### Adaptive MCMC (without gradient)

- [AdaptiveMCMC.jl](https://github.com/mvihola/AdaptiveMCMC.jl)
- [RobustAdaptiveMetropolisSampler.jl](https://github.com/anthofflab/RobustAdaptiveMetropolisSampler.jl)
- [KissMCMC.jl](https://github.com/mauro3/KissMCMC.jl)

### References

Andrieu, C., Thoms, J., 2008. A tutorial on adaptive MCMC. Statistics and computing 18, 343–373.

Livingstone, S., Zanella, G., 2021. The Barker proposal: Combining robustness and efficiency in gradient-based MCMC. Journal of the Royal Statistical Society: Series B (Statistical Methodology). https://doi.org/10.1111/rssb.12482
(see https://github.com/gzanella/barker for the R code used)

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