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ThermodynamicIntegration

  • ThermodynamicIntegration.ThermInt
ThermodynamicIntegration.ThermInt — Type
ThermInt([rng::AbstractRNG]; n_steps=30, n_samples=2000, n_warmup=500)
ThermInt([rng::AbstractRNG], schedule; n_samples=2000, n_warmup=500)
  • schedule can be any iterable object
  • n_steps is the number of steps for the schedule using the formula

(1:n_steps) ./ n_steps).^5

A ThermInt object can then be used as a function:

    alg = ThermInt(30)
    alg(loglikelihood, logprior, x_init)
source

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