coupled4_hmc_kernel: HMC kernel for four coupled chains

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

generation of coupled proposals + accept/reject step

Usage

coupled4_hmc_kernel(
  level,
  state_coarse1,
  state_coarse2,
  state_fine1,
  state_fine2,
  identical_coarse,
  identical_fine,
  tuning_coarse,
  tuning_fine,
  proposal_coupling
)

Arguments

level	an integer that determines probability distribution: level == l
state_coarse1	a list with state of the first chain at the level "l - 1"
state_coarse2	a list with state of the second chain at the level "l - 1"
state_fine1	a list with state of the first chain at the level "l"
state_fine2	a list with state of the second chain at the level "l"
identical_coarse	a boolean variable that is True if chains at the level "l - 1" are identical and False otherwise
identical_fine	a boolean variable that is True if chains at the level "l" are identical and False otherwise
tuning_coarse	a list of parameters neeeded for proposal generation with HMC (aka time step for leapfrog integration) for chains at the level "l - 1"
tuning_fine	a list of parameters neeeded for proposal generation with HMC (aka time step for leapfrog integration) for chains at the level "l"
proposal_coupling	function that determing proposal coupling

Value

a list that contains states all four chains, updated value of the flag "identical_coarse" and "identical_coarse", cost of computations

jeremyhengjm/UnbiasedMultilevel documentation built on Dec. 20, 2021, 11:03 p.m.