littlemcmc.QuadPotentialFullAdapt¶
-
class
littlemcmc.
QuadPotentialFullAdapt
(n, initial_mean, initial_cov=None, initial_weight=0, adaptation_window=101, adaptation_window_multiplier=2, update_window=1, dtype=None)¶ Adapt a dense mass matrix using the sample covariances.
-
__init__
(n, initial_mean, initial_cov=None, initial_weight=0, adaptation_window=101, adaptation_window_multiplier=2, update_window=1, dtype=None)¶ Compute the lower cholesky decomposition of the potential.
Parameters: - A : matrix, ndim = 2
scaling matrix for the potential vector
Methods
__init__
(n, initial_mean[, initial_cov, …])Compute the lower cholesky decomposition of the potential. energy
(x[, velocity])Compute kinetic energy at a position in parameter space. raise_ok
(vmap)Check if the mass matrix is ok, and raise ValueError if not. random
()Draw random value from QuadPotential. reset
()Reset quadpotential adaptation routine. update
(sample, grad, tune)Inform the potential about a new sample during tuning. velocity
(x[, out])Compute the current velocity at a position in parameter space. velocity_energy
(x, v_out)Compute velocity and return kinetic energy at a position in parameter space. -