fusion_exp_4: Generalised Monte Carlo Fusion (rejection sampling) [on a...

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

Generalised Monte Carlo Fusion (rejection sampling) [on a single core]

Description

Generalised Monte Carlo Fusion with target of the form exp(-((x^4)*beta)/2)

Usage

fusion_exp_4(N, m, time, samples_to_fuse, mean, betas, precondition_values)

Arguments

N	number of samples
m	number of sub-posteriors to combine
time	time T for fusion algorithm
samples_to_fuse	list of length m, where samples_to_fuse[c] containing the samples for the c-th sub-posterior
mean	mean value of target distribution
betas	vector of length m, where betas[c] is the inverse temperature (beta) for c-th sub-posterior (can also pass in one number if they are all at the same inverse temperature)
precondition_values	vector of length m, where precondition_values[c] is the precondition value for sub-posterior c

Value

A list with components:

samples

fusion samples

iters_rho

number of iterations for rho step

iters_Q

number of iterations for Q step

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