synchronous2_hmc_coupling_extra_level: Syncronous coupling of two HMC proposals for chains that...

In jeremyhengjm/UnbiasedMultilevel: Unbiased estimators for discretized models

Description

Sampling of common momentum for both particles and leapfrog integration at each level

Usage

synchronous2_hmc_coupling_extra_level(
  level,
  chain_state1,
  chain_state2,
  identical,
  tuning
)

Arguments

level	an iteger number that determines probability distribution in the multi-level approach
chain_state1	a vector with the position of the first particle (at the "level" (level - 1))
chain_state2	a vector with the position of the second particle (at the "level" level)
identical	a boolean variable takes the value True if two chains coincide and False otherwise. This parameter is always False and is left for compatibility with other functions in the package
tuning	a list that contains parameters required for leapfrog integration: stepsize and number os steps

Value

a list with updated values of the states of the first and the second chain, velocites of each of the particles, initial velocity (random sample from normal distribution), updated value of the "identical" flag and cost of computations

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