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steinsampling

steinsampling provides a unified R workflow for kernel Stein goodness-of-fit tests, Stein sampling, point construction, and sample compression. It includes KSD U- and V-statistic tests, FSSD tests, SVGD, Stein Points, SP-MCMC, and Stein Thinning, together with reusable score, kernel, calibration, optimization, and transition components.

Installation

Install the released version from CRAN:

install.packages("steinsampling")

Paper

The accompanying paper is available on arXiv.

Citation

If you use steinsampling in published work, please cite the accompanying paper. The recommended citation is also available from R:

citation("steinsampling")

@misc{gao2026kernelizedsteindiscrepancygoodnessoffit,
  title         = {Kernelized Stein Discrepancy for Goodness-of-Fit Tests and
                   Stein Sampling in R},
  author        = {Junhao Gao and Ery Arias-Castro},
  year          = {2026},
  eprint        = {2608.26450},
  archivePrefix = {arXiv},
  primaryClass  = {stat.CO},
  url           = {https://arxiv.org/abs/2608.26450}
}

After journal publication, the package citation will be updated to the version of record and its journal DOI.

Links

• Package source and issue tracker: https://github.com/junhao7622/steinsampling
• CRAN package: https://CRAN.R-project.org/package=steinsampling

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.