Proposal Distributions

Proposal objects are used by PMCMC and ABC-MCMC methods to generate parameter updates inside JAX-compiled Metropolis-Hastings loops.

Constructors

mvn_diag_rw(rw_sd)	Construct a diagonal multivariate normal random-walk proposal.
mvn_rw(rw_var, param_names)	Construct a full-covariance multivariate normal random-walk proposal.
mvn_rw_adaptive([rw_sd, rw_var, ...])	Construct an adaptive MVN random-walk proposal (Roberts & Rosenthal 2009).

Classes

MVNDiagRW(sd_arr, param_names)	Diagonal multivariate normal random-walk proposal.
MVNRWFull(chol, param_names)	Full-covariance multivariate normal random-walk proposal.
MVNRWAdaptive(init_rw_var, param_names[, ...])	Adaptive multivariate normal random-walk proposal (Roberts & Rosenthal 2009).