blackjax.smc.tuning.from_particles

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

Module Contents

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

particles_stds(particles)

particles_means(particles)

particles_covariance_matrix(particles)

mass_matrix_from_particles(particles) → blackjax.types.Array

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