run_ais: Run annealed importance sampler

In jeremyhengjm/GibbsFlow: Gibbs Flow for Approximate Transport

Description

Run annealed importance sampler

Usage

run_ais(prior, likelihood, nparticles, lambda, mcmc)

Arguments

prior	list with keys: logdensity evaluates log prior density, gradlogdensity returns its gradient, rinit samples from the prior distribution
likelihood	list with keys: logdensity samples from proposal, gradlogdensity returns its gradient
nparticles	number of particles
lambda	vector describing tempering schedule
mcmc	list with keys: choice specifies type of MCMC method, parameters specifies algorithmic tuning parameters, nmoves specifies number of MCMC move per temperature

Value

list with keys: xtrajectory trajectories, xparticles particles at terminal time, ess effective sample size, log_normconst log normalizing constant, acceptprob MCMC acceptance probabilities

See Also

run_smc if resampling is desired

jeremyhengjm/GibbsFlow documentation built on Feb. 14, 2021, 9:21 p.m.