Struct AdaptiveMetropolis 

pub struct AdaptiveMetropolis {
    pub initial_covariance: Option<Array2<f64>>,
    pub adaptation_start: usize,
    pub scale_factor: f64,
    pub epsilon: f64,
    pub seed: Option<u64>,
}

Adaptive Metropolis sampler

Adapts the proposal covariance based on the sample history to improve efficiency.

Fields

initial_covariance: Option<Array2<f64>>

Initial proposal covariance

adaptation_start: usize

Adaptation start after this many samples

scale_factor: f64

Scaling factor for covariance

epsilon: f64

Small constant to prevent singularity

seed: Option<u64>

Random seed

Implementations

impl AdaptiveMetropolis

pub fn new() -> Self

Create a new adaptive Metropolis sampler

pub fn with_covariance(self, cov: Array2<f64>) -> Self

Set initial covariance matrix

pub fn sample<D: LogDensity>( &self, target: &D, n_samples_: usize, initial_state: ArrayView1<'_, f64>, ) -> Result<AdaptiveMetropolisResult>

Sample using adaptive Metropolis

Trait Implementations

impl Clone for AdaptiveMetropolis

fn clone(&self) -> AdaptiveMetropolis

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for AdaptiveMetropolis

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for AdaptiveMetropolis

fn default() -> Self

Returns the “default value” for a type.