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Kernel


abstract class Kernel

Markov kernel.

classDiagram Kernel <|-- LangevinKernel link Kernel "../Kernel/" link LangevinKernel "../LangevinKernel/"

A Kernel is applied to a Particle. It applies an invariant update to the Random objects encountered in the execution of that particle, as though probabilistic events had been handled this way post hoc. Mathematically, these Random objects constitute a sample from some target distribution. A Kernel object represents a Markov kernel that is applied to the sample to update it in a manner invariant to that target distribution.

Member Variables

Name Description
nmoves:Integer Number of moves.
nlags:Integer Number of lag steps.

Member Functions

Name Description
apply Apply the kernel.

Member Function Details

apply

abstract function apply(t:Integer, π:Particle) -> Real

Apply the kernel.

  • t: Step number.
  • π: Particle.

Returns: Acceptance rate.