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

fusion_uniGaussian

R Documentation

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

Generalised Monte Carlo Fusion with univariate Gaussian target

fusion_uniGaussian(
  N,
  m,
  time,
  samples_to_fuse,
  means,
  sds,
  betas,
  precondition_values
)

`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] contains the samples for the c-th sub-posterior
`means`	vector of length m, where means[c] is the mean for c-th sub-posterior
`sds`	vector of length m, where sds[c] is the standard deviation for c-th sub-posterior
`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