gaussian_stein_variational_importance_sampling: Perform Stein variational importance sampling
In jeremyhengjm/GibbsFlow: Gibbs Flow for Approximate Transport
Description
Usage
Arguments
Value
Description
Perform Stein variational importance sampling
Usage
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gaussian_stein_variational_importance_sampling(
nfparticles,
nlparticles,
niterations,
stepsize,
bandwidth
)
Arguments
nfparticles
number of follower particles
nlparticles
number of leader particles
niterations
number of time iterations
stepsize
stepsize of each iteration
Value
list with keys:
xparticles new particle locations
ess effective sample size
log_normconst log normalizing constant estimate
jeremyhengjm/GibbsFlow documentation built on Feb. 14, 2021, 9:21 p.m.
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Description Usage Arguments Value
Description
Perform Stein variational importance sampling
Usage
1 2 3 4 5 6 7 | gaussian_stein_variational_importance_sampling(
nfparticles,
nlparticles,
niterations,
stepsize,
bandwidth
)
|
Arguments
nfparticles |
number of follower particles |
nlparticles |
number of leader particles |
niterations |
number of time iterations |
stepsize |
stepsize of each iteration |
Value
list with keys:
xparticles new particle locations
ess effective sample size
log_normconst log normalizing constant estimate
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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