Elliptical_Slice_Sampling: Draw samples from posterior using Elliptical Slice Sampling
| Elliptical_Slice_Sampling | R Documentation |
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.
