Man pages for pierrejacob/debiasedmcmc
Debiasing MCMC with couplings

continue_coupled_chainsContinue coupled MCMC chains up to m steps
coupled_chainsCoupled MCMC chains
digammacompute log-density of inverse gamma
dinvgaussiancompute log-density of inverse Gaussian
gaussian_max_couplingMaximal coupling of two multivariate Normal distributions
gaussian_max_coupling_cholesky_RMaximal coupling of two multivariate Normal distributions
gaussian_opt_transportOptimal transport coupling between two multivariate Normals
get_blassoY and X need to be matrices, and lambda non-negative
get_max_couplingSample from maximally coupled distributions p and q
get_mh_kernelGet random walk Metropolis-Hastings kernels
get_variableselectionY and X need to be matrices, and lambda non-negative
H_barCompute unbiased estimators from coupled chains
helloHello, World!
logistic_precomputationPrecomputation to prepare for the Polya-Gamma sampler
pg_gibbsPolya-Gamma Gibbs sampler
rcpp_helloHello, Rcpp!
rgamma_coupledSample from maximally coupled Gamma
rigammaSample from inverse gamma
rigamma_coupledSample from maximally coupled inverse gamma
rinvgaussian_coupledSample from maximally coupled inverse Gaussian
rnorm_max_couplingMaximal coupling of two univariate Normal distributions
setmythemeCustomize graphical settings
pierrejacob/debiasedmcmc documentation built on Feb. 22, 2018, 12:53 a.m.