cuqi.experimental.mcmc.MH.sample

MH.sample(Ns, batch_size=0, sample_path='./CUQI_samples/')

Sample Ns samples from the target density.

Parameters:

• Ns (int) – The number of samples to draw.

• batch_size (int, optional) – The batch size for saving samples to disk. If 0, no batching is used. If positive, samples are saved to disk in batches of the specified size.

• sample_path (str, optional) – The path to save the samples. If not specified, the samples are saved to the current working directory under a folder called ‘CUQI_samples’.