get_mh_kernel: Get random walk Metropolis-Hastings kernels

In pierrejacob/unbiasedpathsampling: Unbiased Path Sampling with couplings

Description

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 MH kernels, with Normal random walks. These kernels can then be used in the function coupled_chains.

Usage

get_mh_kernel(logtarget, Sigma_proposal, dimension)

Arguments

logtarget	function to compute target log-density, e.g. see get_mvnormal
Sigma_proposal	variance of the Normal random walk for the proposals
dimension	dimension of the target distribution

Value

A list containing the keys single_kernel, coupled_kernel.

pierrejacob/unbiasedpathsampling documentation built on May 17, 2019, 12:03 p.m.