MCMC

Samplers

pocomc.mcmc.preconditioned_pcn(state_dict: dict, function_dict: dict, option_dict: dict)

Doubly Preconditioned Crank-Nicolson

Parameters:

• state_dict (dict) – Dictionary of current state

• function_dict (dict) – Dictionary of functions.

• option_dict (dict) – Dictionary of options.

Return type:

Results dictionary

pocomc.mcmc.preconditioned_rwm(state_dict: dict, function_dict: dict, option_dict: dict)

Preconditioned Random-walk Metropolis

Parameters:

• state_dict (dict) – Dictionary of current state

• function_dict (dict) – Dictionary of functions.

• option_dict (dict) – Dictionary of options.

Return type:

Results dictionary

pocomc.mcmc.pcn(state_dict: dict, function_dict: dict, option_dict: dict)

Preconditioned Crank-Nicolson

Parameters:

• state_dict (dict) – Dictionary of current state

• function_dict (dict) – Dictionary of functions.

• option_dict (dict) – Dictionary of options.

Return type:

Results dictionary

pocomc.mcmc.rwm(state_dict: dict, function_dict: dict, option_dict: dict)

Random-walk Metropolis

Parameters:

• state_dict (dict) – Dictionary of current state

• function_dict (dict) – Dictionary of functions.

• option_dict (dict) – Dictionary of options.

Return type:

Results dictionary