blackjax.smc.tuning.from_particles

blackjax.smc.tuning.from_particles#

static (all particles get the same value) 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)

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

Implements tuning from section 3.1 from https://arxiv.org/pdf/1808.07730.pdf Computing an inverse mass matrix to be used in HMC from particles.

Return type:

An inverse mass matrix

Contents