get_cpm_T_blocking: Get correlated pseudo-marginal kernels with T-blocking

In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings

Description

This function takes descriptions of the target and tuning parameters, and returns a function kernel kernel Optionally the kernels can perform blocked gibbs updates also

Usage

get_cpm_T_blocking(logtarget, Sigma_proposal, dimension, rho_component,
  joint_update = T, rho = NULL, single_kernel_only = T)

Arguments

logtarget	function to compute target log-density, e.g. see get_mvnormal
Sigma_proposal	variance of the Normal random walk for the proposals
dimension	dimension of the target distribution

Value

A list containing the keys single_kernel, coupled_kernel.

lolmid/unbiased_intractable_targets documentation built on May 13, 2019, 11:54 p.m.