cuqi.experimental.mcmc.CWMH.__init__#

CWMH.__init__(target=None, proposal=None, scale=1, initial_point=None, **kwargs)#

Initializer for abstract base class for samplers that use a proposal distribution.

Any subclassing samplers should simply store input parameters as part of the __init__ method.

Initialization of the sampler should be done in the _initialize method.

See Sampler for additional details.

Parameters:

  • target (cuqi.density.Density) – The target density.

  • proposal (cuqi.distribution.Distribution, optional) – The proposal distribution. If not specified, the default proposal is used.

  • scale (float, optional) – The scale parameter for the proposal distribution.

  • **kwargs (dict) – Additional keyword arguments passed to the Sampler initializer.