Man pages for pierrejacob/unbiasedpathsampling
Unbiased Path Sampling with couplings
| coupled_chains | Coupled MCMC chains |
| digamma | Compute log-density of inverse gamma |
| dinvgaussian | compute log-density of inverse Gaussian |
| expit | expit |
| fast_dmvnorm | fast_dmvnorm |
| fast_dmvnorm_chol_inverse | fast_dmvnorm_chol_inverse |
| fast_rmvnorm | fast_rmvnorm |
| fast_rmvnorm_chol | fast_rmvnorm_chol |
| gaussian_max_coupling | Maximal coupling of two multivariate Normal distributions |
| gaussian_max_coupling_cholesky_R | Maximal coupling of two multivariate Normal distributions |
| get_hmc_kernel | Get Hamiltonian Monte Carlo kernels |
| get_mh_kernel | Get random walk Metropolis-Hastings kernels |
| get_mvnormal | Get Multivariate Normal target |
| H_bar | Compute unbiased estimators from coupled chains |
| histogram_c_chains | histogram_c_chains |
| mala_kernel | Get adaptive coupled Metropolis adjusted Langevin algorithm... |
| plot_histogram | plot_histogram |
| rgamma_coupled | Sample from maximally coupled Gamma |
| rigamma | Sample from inverse gamma |
| rigamma_coupled | Sample from maximally coupled inverse gamma |
| rinvgaussian_coupled | Sample from maximally coupled inverse Gaussian |
| rnorm_max_coupling | Maximal coupling of two univariate Normal distributions |
| setmytheme | Customize graphical settings |
| unbiased_estimator | Unbiased estimator |
| unbiasedpathsampling-package | unbiasedpathsampling |
