single_kernel_hmc: HMC kernel for a single MCMC chain that target probability...

Description Usage Arguments Value

Description

Generation of HMC proposal vil leapfrog integration and accept/reject step

Usage

1
single_hmc_kernel(level, state, tuning)

Arguments

level

a integer that determines density of probability distribution inthe multi-level approach

state

a list with current position of the particle (element of the chain) and log of the density of probability distribution

tuning

a list of parameters for HMC iteration: stepsize and number of steps

Value

a updated state of the chain and cost of computations


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