rmix_norm_tempered_rejection_sampler: Rejection sampler for tempered mixture Gaussian

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

Rejection sampler for tempered mixture Gaussian

Description

Sample from tempered target using rejection sampling with mixture Gaussian proposals

Usage

rmix_norm_tempered_rejection_sampler(
  N,
  weights,
  means,
  sds,
  beta,
  proposal_sds,
  dominating_M
)

Arguments

N	number of samples
weights	vector: weights of mixture Gaussian
means	vector: means of mixture Gassuan
sds	vector: st.devs of mixture Gaussian
beta	real value between 0 and 1
proposal_sds	vector: st.devs of proposal mixture Gaussian
dominating_M	constant M to bound the target density

Value

samples from tempered target density

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