parallel_fusion_exp_4: Generalised Monte Carlo Fusion (rejection sampling)...
In rchan26/hierarchicalFusion: Divide-and-Conquer Monte Carlo Fusion

parallel_fusion_exp_4

R Documentation

Generalised Monte Carlo Fusion (rejection sampling) [parallel]

Description

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

Usage

parallel_fusion_exp_4(
  N,
  m,
  time,
  samples_to_fuse,
  mean,
  betas,
  precondition_values,
  seed = NULL,
  n_cores = parallel::detectCores()
)

Arguments

`N`	number of sample
`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
`seed`	seed number - default is NULL, meaning there is no seed
`n_cores`	number of cores to use

Value

A list with components:

samples: fusion samples
rho: acceptance rate for rho step
Q: acceptance rate for Q step
rhoQ: overall acceptance rate
time: run-time of fusion sampler
rho_iterations: number of iterations for rho step
Q_iterations: number of iterations for Q step
precondition_values: list of length 2 where precondition_values[[2]] are the pre-conditioning values that were used and precondition_values[[1]] are the combined precondition values