blackjax.smc.tuning.from_particles

blackjax.smc.tuning.from_particles#

strategies to tune the parameters of mcmc kernels used within SMC, based on particles.

Functions#

`particles_stds`(particles)
`particles_means`(particles)
`particles_covariance_matrix`(particles)
`mass_matrix_from_particles`(→ blackjax.types.Array)	Implements tuning from section 3.1 from https://arxiv.org/pdf/1808.07730.pdf

Module Contents#

particles_stds(particles)[source]#

particles_means(particles)[source]#

particles_covariance_matrix(particles)[source]#

mass_matrix_from_particles(particles) → blackjax.types.Array[source]#

Implements tuning from section 3.1 from https://arxiv.org/pdf/1808.07730.pdf Computing a mass matrix to be used in HMC from particles. Given the particles covariance matrix, set all non-diagonal elements as zero, take the inverse, and keep the diagonal.

Return type:: A mass Matrix