fusion_mixG: Generalised Monte Carlo Fusion (rejection sampling) [on a...
In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

fusion_mixG

R Documentation

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

Description

Generalised Monte Carlo Fusion with mixture Gaussian target

Usage

fusion_mixG(
  N,
  m,
  time,
  samples_to_fuse,
  n_comp,
  weights,
  means,
  sds,
  betas,
  precondition_values,
  bounds_multiplier = 1.1,
  level = 1,
  node = 1,
  core = 1
)

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
`n_comp`	integer number of components of mixture Gaussian
`weights`	vector: weights of mixture Gaussian
`means`	vector: means of mixture Gaussian
`sds`	vector: st.devs of mixture Gaussian
`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
`bounds_multiplier`	scalar value to multiply bounds by (should greater than or equal to 1)
`level`	integer for level in hierarchy - default 1
`node`	integer for node in level in hierarchy - default 1
`seed`	seed number - default is NULL, meaning there is no seed
`n_cores`	number of cores to use