mixture2_hmc_kernel_extra_level: Mixture of kernels with HMC synchronous coupling and RWM...

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

Either HMC kernel or RWM kernel is selected for MCMC iteration with a certain probability

Usage

mixture2_hmc_kernel_extra_level(
  level,
  state1,
  state2,
  identical,
  tuning,
  proposal_coupling
)

Arguments

level	an integer that controls the probability distribution in a multi-level setting
state1	a list that contains vector of coordinates and log of the density of probability distribution for the chain at the level "level - 1"
state2	a list that contains vector of coordinates and log of the density of probability distribution for the chain at the level "level"
identical	a boolean variable: "True" if chains coincide, "False" otherwise. In the setting of two chains that target different levels, this parameter is always "False". It is kept only for compatibility with other kernels and couplings
tuning	list of parameters for HMC and RWM kernels (number os steps and stepsize for HMC, standard devation for RWM)

Value

list that contains updated states of the first and the second chain, updated value of the flag "identical" and cost of computations

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