Q_IS_exp_4: Q Importance Sampling Step

In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

Q Importance Sampling Step

Description

Q Importance Sampling weighting for sub-posteriors of the form exp(-((x^4)*beta)/2)

Usage

Q_IS_exp_4(
  particle_set,
  m,
  time,
  mean,
  betas,
  precondition_values,
  diffusion_estimator = "Poisson",
  beta_NB = 10,
  gamma_NB_n_points = 2,
  seed = NULL,
  n_cores = parallel::detectCores()
)

Arguments

particle_set	particles object prior to Q importance sampling step
m	number of sub-posteriors to combine
time	time T for fusion algorithm
mean	mean value
betas	vector of length c, where betas[c] is the inverse temperature value for c-th posterior
precondition_values	vector of length m, where precondition_values[c] is the precondition value for sub-posterior c
diffusion_estimator	choice of unbiased estimator for the Exact Algorithm between "Poisson" (default) for Poisson estimator and "NB" for Negative Binomial estimator
beta_NB	beta parameter for Negative Binomial estimator (default 10)
gamma_NB_n_points	number of points used in the trapezoidal estimation of the integral found in the mean of the negative binomial estimator (default is 2)
seed	seed number - default is NULL, meaning there is no seed
n_cores	number of cores to use

Value

An updated particle set

rchan26/hierarchicalFusion documentation built on Sept. 11, 2022, 10:30 p.m.