BuildNewPhi0: Function to build a new auxiliary parameter Phi_0 set

In MathBilibili/Stochastic-approximation-cut-algorithm: Stochastic Approximation Cut Algorithm

Description

This function builds an auxiliary parameter set for parameter phi, following the process discussed in Liang et al. (2016). The idea is to run a MCMC chain for phi only, then select a set of values from the samples of phi which represents the support of distribution p(phi|Z).

Usage

BuildNewPhi0(numrun=1000,burnin=500,numsel=100,CutModel)

Arguments

numrun	The number of iterations of the MCMC chain for phi
burnin	The number of samples that are removed
numsel	The number of auxiliary parameter phi_0 selected
CutModel	The cut model used, it is an output of function CutModel().

Value

A .CSV file which contains auxiliary parameter phi_0 is produced at current path.

Author(s)

Yang Liu

References

Liang, F., I. H. Jin, Q. Song, and J. S. Liu (2016). An Adaptive Exchange Algorithm for Sampling from Distributions with Intractable Normalizing Constants. Journal of the American Statistical Association 111 (513), 377-393.

MathBilibili/Stochastic-approximation-cut-algorithm documentation built on Dec. 25, 2021, 2:44 p.m.