pypomp.proposals.MVNDiagRW

class pypomp.proposals.MVNDiagRW(sd_arr: Array, param_names: tuple[str, ...])[source]

Bases: object

Diagonal multivariate normal random-walk proposal.

Variables:
  • sd_arr (jax.Array) – (d,) array of per-parameter random-walk standard deviations, in the order given by param_names.

  • param_names (tuple of str) – Tuple of parameter names corresponding to sd_arr.

Attributes

sd_arr: Array
param_names: tuple[str, ...]

Methods

init_state(theta_arr)

step(state, theta_arr, key, n, accepts)