blackjax.smc.from_mcmc

Functions

build_kernel(mcmc_step_fn, mcmc_init_fn, resampling_fn)

SMC step from MCMC kernels.

Module Contents

build_kernel(mcmc_step_fn: Callable, mcmc_init_fn: Callable, resampling_fn: Callable, update_strategy: Callable = update_and_take_last)

SMC step from MCMC kernels. Builds MCMC kernels from the input parameters, which may change across iterations. Moreover, it defines the way such kernels are used to update the particles. This layer adapts an API defined in terms of kernels (mcmc_step_fn and mcmc_init_fn) into an API that depends on an update function over the set of particles. :returns: * A callable that takes a rng_key and a state with .particles and .weights and returns a base.SMCState

• and base.SMCInfo pair.