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.