maximal4_pcn_coupling: maximal coupling of four pCN proposals
In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Generate pCN proposals for four chains via maximal coupling of all four chains

maximal4_pcn_coupling(
  chain_state_coarse1,
  chain_state_coarse2,
  chain_state_fine1,
  chain_state_fine2,
  identical_coarse,
  identical_fine,
  tuning_coarse,
  tuning_fine
)

`chain_state_coarse1`	a vector with coordinates of the first particle at the coarse level
`chain_state_coarse2`	a vector with coordinates of the second particle at the coarse level
`chain_state_fine1`	a vector with coordinates of the first particle at the fine level
`chain_state_fine2`	a vector with coordinates of the second particle at the fine level
`identical_coarse`	a flag that is True if chains at the coarse level are identical (coincide) and False otherwise
`identical_fine`	a flag that is True if chains at the fine level are identical (coincide) and False otherwise
`tuning_coarse`	a list that contains parameters needed for genertaion of pCN proposal at the fine level: standard devation and rho

a list that contains state of the first chain at the coarse level, state of the second chain at the coarse level, state of the second chain, updated value of the flag "identical", cost of proposal generation

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