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.