single_mixture_hmc_kernel: 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

single_mixture_hmc_kernel(level, state, tuning)

Arguments

level	an integer that controls the probability distribution in a multi-level setting
state	a list that contains vector of coordinates and log of the density of probability distribution for the first chain
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 and cost of computations

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