Samplers

PolyaGammaPSWSampler(b::Int, z::Real)

PSW sampler ([1]) for a Polya-Gamma distribution. A Polya Gamma with parameters b > 0 and z ≥ 0 has Laplace transform

\[\mathcal{L}(t) = \cosh^b(z) \cosh^{-b}(\sqrt{2t + z^2})\]

References

• [1] https://doi.org/10.1080/01621459.2013.829001