Man pages for jeremyhengjm/UnbiasedScore
Unbiased estimators for partially observed diffusions
| approximate_discretized_score | MCMC estimator of score function at a discretization level |
| CASPF | Conditional Ancestor Sampling Particle Filter |
| CBSPF | Conditional Backward Sampling Particle Filter |
| compute_level_distribution | Compute distribution of levels |
| coupled2_CASPF | 2-way Coupled Conditional Ancestor Sampling Particle Filter |
| coupled2_CBSPF | 2-way Coupled Conditional Particle Filter with Backward... |
| coupled2_CPF | 2-Coupled Conditional Particle Filter |
| coupled2_kernel | Runs a 2-coupled Markov kernel |
| coupled2_maximal_coupled_residuals | (2-way) Maximally coupled multinomial resampling with coupled... |
| coupled2_maximal_independent_residuals | (2-way) Maximally coupled multinomial resampling with... |
| coupled2_resampling | (2-way) Coupled multinomial resampling using common uniforms... |
| coupled4_CASPF | 4-way Coupled Ancestor Sampling Conditional Particle Filter |
| coupled4_CBSPF | 4-way Coupled Conditional Particle Filter with Backward... |
| coupled4_CPF | 4-Coupled Conditional Particle Filter |
| coupled4_kernel | Runs a 4-coupled Markov kernel |
| coupled4_maximalchains_maximallevels_coupled_residuals | (4-way) coupled multinomial resampling by maximally coupling... |
| coupled4_maximalchains_maximallevels_independent_residuals | (4-way) coupled multinomial resampling by maximally coupling... |
| coupled4_maximal_coupled_residuals | (4-way) Maximally coupled multinomial resampling with coupled... |
| coupled4_maximal_independent_residuals | (4-way) Maximally coupled multinomial resampling with... |
| coupled4_maximallevels_maximalchains_coupled_residuals | (4-way) coupled multinomial resampling by maximally coupling... |
| coupled4_maximallevels_maximalchains_independent_residuals | (4-way) coupled multinomial resampling by maximally coupling... |
| coupled4_resampling | (4-way) Coupled multinomial resampling using common uniforms... |
| CPF | Conditional Particle Filter |
| exp_transform | Exponential transformation |
| get_path | Get a path from the output of a particle filter |
| get_path_bs | Get a path from the output of a particle filter using... |
| hmm_logistic_diffusion | Construct hidden Markov model obtained by discretizing... |
| hmm_logistic_diffusion_full | Construct hidden Markov model obtained by discretizing... |
| hmm_neuroscience_diffusion | Construct hidden Markov model obtained by discretizing... |
| hmm_ornstein_uhlenbeck | Construct hidden Markov model obtained by discretizing... |
| independent_sum | Unbiased independent-sum estimator of the score function |
| kernel | Markov kernel |
| log_transform | Logarithmic transformation |
| multilevel_CASPF | Multilevel Conditional Ancestor Sampling Particle Filter |
| multilevel_CBSPF | Multilevel Conditional Backward Sampling Particle Filter |
| multilevel_CPF | Multilevel Conditional Particle Filter |
| multilevel_kernel | Runs a multilevel Markov kernel |
| rcppeigen_hello_world | Set of functions in example RcppEigen package |
| SGD | Stochastic gradient descent |
| simulate_multilevel_SDE | Simulate two time-discretized process following a stochastic... |
| simulate_SDE | Simulate time-discretized process following a stochastic... |
| single_term | Unbiased single-term estimator of the score function |
| stratified_estimator | Unbiased estimators of the score function based on... |
| systematic_estimator | Unbiased estimators of the score function based on systematic... |
| unbiased_discretized_score | Unbiased estimator of score function at a discretization... |
| UnbiasedScore | UnbiasedScore package |
| unbiased_score_increment | Unbiased estimator of score increment between two successive... |
