Walker2020Sampling
Documentation for Walker2020Sampling.
Walker2020Sampling.Walker2020Sampler
— MethodWalker2020Sampler(θ::Float64; lb::FLoat64 = -Inf, ub::Float64 = Inf)
Li & Walker's sampler with parameter θ
for a target pdf with support [lb, ub]
.
Base.rand
— Methodrand(rng::AbstractRNG, s::Walker2014Sampler, q::Function, y0, z0)
Draw the next state in a MCMC with target unnormalized log-pdf q
using the sampler s
, assuming that the current state of the main variable is y0
and the current state of the auxiliary variable is z0
. Both rng
and s
are modified in the process.