mala_kernel: Get adaptive coupled Metropolis adjusted Langevin algorithm...

Description Usage Arguments Value

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 MALA kernels. These kernels can then be used in the function coupled_chains.

Usage

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get_mala_kernel(logtarget, gradlogtarget, stepsize, dimension,
  adaptive_tol)

Arguments

logtarget

function to compute target log-density, e.g. see get_mvnormal

gradlogtarget

function to compute gradient of target log-density, e.g. see get_mvnormal

stepsize

standard deviation of Gaussian increment

dimension

dimension of the target distribution

adaptive_tol

threshold below which maximal coupling is triggered

Value

A list containing the keys single_kernel, coupled_kernel.


pierrejacob/unbiasedpathsampling documentation built on Oct. 6, 2018, 11:10 a.m.