Elliptical_Slice_Sampling: Draw samples from posterior using Elliptical Slice Sampling

In lcrawlab/SINATRA: Sub Image Analysis using Topological Summary Statistics (SINATRA)

Draw samples from posterior using Elliptical Slice Sampling

Description

@export

Usage

Elliptical_Slice_Sampling(K, class_labels, num_mcmc_samples, probit = TRUE)

Details

@import FastGP

@description Elliptical_Slice_Sampling Based on Iain Murray's paper 'Elliptical Slice Sampling'. Implemented using the FastGP package. The function returns the desired number of mcmc samples @param K (matrix): the covariance matrix of the GP model @param class_labels (vector): the class labels for each data point, +/- 1. @param num_mcmc_samples (int): the number of desired mcmc samples to be returned @param probit (boolean): set TRUE if the link function in the model is probit; otherwise the function uses the logistic link.

@return samples (vector): Vector of Samples obtained from ESS sampling.

lcrawlab/SINATRA documentation built on Sept. 13, 2023, 2 p.m.