LoadNewPhi0: Function to load an existing auxiliary parameter file and...

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

Description

This function loads an existing auxiliary parameter set from a .CSV file at current path. It then selects a smaller auxiliary parameter set from it based on the Max-Min procedure introduced in Liang et al. (2016). Before using this function, please make sure your have removed all column name and row name in your .CSV file!

Usage

LoadNewPhi0(numsel=100,filename="PhiC.csv",CutModel)

Arguments

numsel	The number of auxiliary parameter phi_0 selected
filename	The name of the .CSV file which contains the existing auxiliary parameter set. Please make sure your have removed all column name and row name in your .CSV file!
CutModel	The cut model used, it is an output of function CutModel().

Value

An auxiliary parameter set phi_0.

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.