sample_barker: Sample new state from Barker proposal.

In rmcmc: Robust Markov Chain Monte Carlo Methods

Sample new state from Barker proposal.

Description

Sample new state from Barker proposal.

Usage

sample_barker(
  state,
  target_distribution,
  scale_and_shape,
  sample_auxiliary = stats::rnorm,
  sample_uniform = stats::runif
)

Arguments

state	Current chain state.
target_distribution	Target stationary distribution for chain. A list with named entries log_density and gradient_log_density corresponding to respectively functions for evaluating the logarithm of the (potentially unnormalized) density of the target distribution and its gradient. As an alternative to gradient_log_density an entry value_and_gradient_log_density may instead be provided which is a function returning both the value and gradient of the logarithm of the (unnormalized) density of the target distribution as a list under the names value and gradient respectively.
scale_and_shape	Scalar, vector or matrix which scales and shapes proposal distribution. If a scalar (in which case the value should be non-negative) the auxiliary vector will be isotropically scaled by the value. If a vector (in which case the value should be equal in length to the dimension of the space and all entries non-negative) each dimension of the auxiliary vector will be scaled separately. If a matrix (in which case the value should be a square matrix with size equal to the dimension of the space) then by pre-multiplying the auxiliary vector arbitrary linear transformations can be performed.
sample_auxiliary	Function which generates a random vector from auxiliary variable distribution.
sample_uniform	Function which generates a random vector from standard uniform distribution given an integer size.

Value

Proposed new chain state.

rmcmc documentation built on April 3, 2025, 5:27 p.m.