blackjax.smc.waste_free

Functions

update_waste_free(mcmc_init_fn, logposterior_fn, ...)	Given M particles, mutates them using p-1 steps. Returns M*P-1 particles,
waste_free_smc(n_particles, p)

Module Contents

update_waste_free(mcmc_init_fn, logposterior_fn, mcmc_step_fn, n_particles: int, p: int, num_resampled, num_mcmc_steps=None)

Given M particles, mutates them using p-1 steps. Returns M*P-1 particles, consistent of the initial plus all the intermediate steps, thus implementing a waste-free update function See Algorithm 2: https://arxiv.org/abs/2011.02328

waste_free_smc(n_particles, p)