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 |

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