For anyone trying to do matrix exponentials in #NIMBLE, here is a version I wrote that hacks sparse linear algebra for solving exp(A) %*% v. I'll put it into the package in a future update.

First simulated run on a new SCR model that does animal movement in continuous time using an OU process. Only 1000 iterations of the MCMC, but very encouraging results!

Just found out about RTMB’s matrix exponential trick expmAv for solving exp(A) %*% v. It is based on a really nice paper called Direct Statistical Inference for Finite Markov Jump Processes vis the Matrix Exponential by Chris Sherlock. Super fast for problems with more than 2000 states!!!!

Anyone using the polyagamma sampler in nimble for logistic regression? Going to update it soon to include negative binomial and multinomial distributions. Would be keen to see how it is being used and if there are any special requests for functionality.

Excited that our new paper introducing the spatially balanced sampling R package 'spbal' is finally available. It can draw BAS, HIP, and Halton samples. With more to be added in the near future. It's on CRAN as well as GitHub github.com/docgovtnz/sp...
onlinelibrary.wiley.com/doi/full/10....

Does anyone in Fisheries find the addition of a "bias correction" term used inconsistently and without much justification?

Teaching a NIMBLE course at DFO today. If you are interested in an intro to NIMBLE with applications in fisheries the material is all online at github.com/nimble-train...

Working on quadrature in NIMBLE (future package - nimbleQuad). Here is a nice trick for those who have to sum up probabilities on the real (not log) scale and worry about very small probabilities and numerical accuracy. Probably a niche crowd... :)