check_pre_conv: Function to visually check the convergence of auxiliary...

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

Description

As suggested by Liang et al. (2016), when the auxiliary chain has converged, the number of visited auxiliary phi should be equal in theorem. Hence, this function provides a histogram to help visually check if every auxiliary phi has been equally visited in the auxiliary chain.

Usage

check_pre_conv(pre_values,PhiC)

Arguments

pre_values	The initial condition for the SACut algorithm. It is obtained by running a preliminary chain. Hence, it should be an output from function Preliminary_SACut().
PhiC	The auxiliary parameter set. It is obtained by calling function LoadNewPhi0() or LoadOldPhi0(). Note that, this should be the same as the PhiC in function Preliminary_SACut().

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.