cPseudoMaRg

Description

The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudo-marginal method of Deligiannidis, Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of makeCPMSampler() is set to 0, then the generated sampler function performs the original pseudo-marginal method of Andrieu and Roberts (2009) <DOI:10.1214/07-AOS574>. The sampler function is constructed with the user's choice of prior, parameter proposal distribution, and the likelihood approximation scheme. Note that this algorithm is not automatically tuned--each one of these arguments must be carefully chosen.

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Trend: +23.5% (30d vs prior 30d)

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Maintainer: ‘Taylor Brown <trb5me@virginia.edu>’

The Description field contains
  Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Taylor Brown <trb5me@virginia.edu>’

The Description field contains
  Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

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Maintainer: ‘Taylor Brown <trb5me@virginia.edu>’

The Description field contains
  Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Maintainer: ‘Taylor Brown <trb5me@virginia.edu>’

The Description field contains
  Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Version History