Kernel
abstract class Kernel
Markov kernel.
classDiagram
Kernel <|-- LangevinKernel
link Kernel "../Kernel/"
link LangevinKernel "../LangevinKernel/"
A Kernel is applied to a Particle. It applies an invariant update to the Random objects encountered in the execution of that particle, as though probabilistic events had always been handled this way. Mathematically, these Random objects constitute a sample from some target distribution. A Kernel object represents a Markov kernel that is applied to the sample to update it in a manner invariant to that target distribution.
Member Variables
| Name | Description |
|---|---|
| nlags:Integer | Number of lags. |
| nmoves:Integer | Number of moves. |
| scale:Real | Scale of each move. |
| raccepts:Real | Target acceptance rate for PID controller. |
Member Functions
| Name | Description |
|---|---|
| move | Move a particle. |
| adapt | Adapt the scale using a PID controller. |
Member Function Details
adapt
function adapt(raccepts:Real)
Adapt the scale using a PID controller.
- raccepts Acceptance rate of last move step.