Description Usage Arguments Value
This function takes descriptions of the target
and tuning parameters, and returns a list containing the keys
single_kernel
, coupled_kernel
corresponding to marginal
and coupled pseudo marginal kernels, with Normal random walks.
These kernels can then be used in the function coupled_chains
.
1 2 | get_pm_kernel(logtarget, state_crn_sample, latent_state, Sigma_proposal,
dimension)
|
logtarget |
function to compute target log-density, e.g. see |
latent_state |
function to transform the random numbers into samples of the latent state |
Sigma_proposal |
variance of the Normal random walk for the proposals |
dimension |
dimension of the target distribution |
state_crn_sampe |
function to sample the random numbers used to estimate the target |
A list containing the keys
single_kernel
, coupled_kernel
.
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