ea_uniGaussian_DL: Exact Algorithm for Langevin diffusion for tempered Gaussian...

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

Exact Algorithm for Langevin diffusion for tempered Gaussian distribution

Description

Exact Algorithm with pi = tempered Gaussian distribution

Usage

ea_uniGaussian_DL(N, input_samples, time, mean, sd, beta, precondition)

Arguments

N	number of samples
input_samples	input samples for the algorithm distributed according to pi = exp(-(beta*(x-mean)^4)/2)
time	time T for Exact Algorithm
mean	mean value
sd	standard deviation value
beta	real value
precondition	precondition value (i.e the covariance for the Langevin diffusion)

Value

end points of the Exact Algorithm which should also be distributed according to pi = tempered Gaussian distribution

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