get_exchange_kernel: Get exchange kernels

In lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings

Description

This function takes descriptions of the prior, likelihood densities and samplers and tuning parameters, and returns a function kernel kernel

Usage

get_exchange_kernel(log_prior, d_log_lik, r_log_lik, Sigma_proposal, dimension)

Arguments

log_prior	function to compute target log-prior
d_log_lik	function to compute target likelihood log-density
r_log_lik	function to sample target likelihood
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.