Software

I am an author on several packages in the Comprehensive R Archive Network (CRAN), including

• ZVCV, for Monte Carlo variance reduction. This package implements a variety of Stein control variates. You can use it to get improved estimates of posterior expectations when you have a set of samples (e.g. from MCMC) and the associated gradients of the log posterior.

• BSL, for implementing the Bayesian synthetic likelihood method and its extensions. This package is described extensively in the associated paper which will soon appear in the Journal of Statistical Software.

• RcppSMC, for implementing sequential Monte Carlo methods. The package gives R access to the Sequential Monte Carlo Template Classes by Adam Johansen.

Other software is also available on my Github page.