Citing tmg-hmc

If you use this package in your research, please cite both the software and the underlying methodology.

Software

Bensen, E. A., & Kuusela, M. (2026). tmg_hmc: A Python package for Exact HMC
Sampling for Truncated Multivariate Gaussians with Linear and Quadratic
Constraints. Journal of Open Source Software. [In Review]

BibTeX:

@article{Bensen2026tmghmc,
  title={tmg\_hmc: A Python package for Exact HMC Sampling for Truncated
         Multivariate Gaussians with Linear and Quadratic Constraints},
  author={Bensen, Erik A. and Kuusela, Mikael},
  journal={Journal of Open Source Software},
  year={2026},
  note={[In Review]}
}

Methodology

The algorithm implemented in this package is described in:

Pakman, A., & Paninski, L. (2014). Exact Hamiltonian Monte Carlo for Truncated
Multivariate Gaussians. Journal of Computational and Graphical Statistics,
23(2), 518-542. https://doi.org/10.1080/10618600.2013.788448

BibTeX:

@article{PakmanPaninski2014,
  title={Exact Hamiltonian Monte Carlo for Truncated Multivariate Gaussians},
  author={Pakman, Ari and Paninski, Liam},
  journal={Journal of Computational and Graphical Statistics},
  volume={23},
  number={2},
  pages={518--542},
  year={2014},
  publisher={Taylor \& Francis},
  doi={10.1080/10618600.2013.788448}
}