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steinsampling: Kernelized Stein Discrepancy for Goodness-of-Fit Tests and Stein Sampling

Provides Stein-discrepancy goodness-of-fit tests and Stein-method-based sampling tools. The tests include kernel Stein discrepancy U- and V-statistics following Liu et al. (2016) <doi:10.48550/arXiv.1602.03253> and Chwialkowski et al. (2016) <doi:10.48550/arXiv.1602.02964>, plus the finite set Stein discrepancy test of Jitkrittum et al. (2017) <doi:10.48550/arXiv.1705.07673>. The sampling tools include Stein thinning, Stein Points, Stein Point Markov chain Monte Carlo, and Stein variational gradient descent following Riabiz et al. (2022) <doi:10.48550/arXiv.2005.03952>, Chen et al. (2018) <doi:10.48550/arXiv.1803.10161>, Chen et al. (2019) <doi:10.48550/arXiv.1905.03673>, and Liu and Wang (2016) <doi:10.48550/arXiv.1608.04471>. Gaussian mixture utilities are included for constructing example targets, simulation, density evaluation, and score callbacks.

Version: 0.1.2
Depends: R (≥ 4.0)
Imports: stats, mvtnorm (≥ 0.9-9994)
Suggests: testthat
Published: 2026-09-07
DOI: 10.32614/CRAN.package.steinsampling
Author: Junhao Gao [aut, cre], Ery Arias-Castro [aut]
Maintainer: Junhao Gao <jug049 at ucsd.edu>
BugReports: https://github.com/junhao7622/steinsampling/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/junhao7622/steinsampling, https://arxiv.org/abs/2608.26450
NeedsCompilation: no
Citation: steinsampling citation info
Materials: README
CRAN checks: steinsampling results

Documentation:

Reference manual: steinsampling.html , steinsampling.pdf

Downloads:

Package source: steinsampling_0.1.2.tar.gz
Windows binaries: r-devel: steinsampling_0.1.2.zip, r-release: steinsampling_0.1.2.zip, r-oldrel: steinsampling_0.1.2.zip
macOS binaries: r-release (arm64): steinsampling_0.1.1.tgz, r-oldrel (arm64): steinsampling_0.1.2.tgz, r-release (x86_64): steinsampling_0.1.2.tgz, r-oldrel (x86_64): steinsampling_0.1.2.tgz
Old sources: steinsampling archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.