get_mh_kernels | R Documentation |
This function takes a target (specified through its log-pdf)
and a covariance matrix for a Normal random walk proposal, and returns a list containing the keys
single_kernel
, coupled_kernel
corresponding to marginal
and coupled MH kernels.
The coupling is done by reflection-maximal coupling of the proposals,
and common uniform variable for the accept/reject step. For reflection-maximal
couplings, see rnorm_reflectionmax
and rmvnorm_reflectionmax
.
The returned kernels can then be used in the functions sample_meetingtime
or
sample_coupled_chains
or sample_unbiasedestimator
.
get_mh_kernels(target, Sigma_proposal)
target |
function taking a vector as input and returning target log-density evaluation |
Sigma_proposal |
covariance of the Normal random walk proposal |
A list containing the keys
single_kernel
, coupled_kernel
.
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