pypomp.proposals.mvn_diag_rw¶

pypomp.proposals.mvn_diag_rw(rw_sd: dict[str, float]) → MVNDiagRW[source]¶

Construct a diagonal multivariate normal random-walk proposal.

Args:

rw_sd: Dictionary mapping parameter names to random-walk standard: deviations. Parameters with sd <= 0 are silently dropped.

Returns:

MVNDiagRW instance.