cuqi.experimental.mcmc.PCN.tune

PCN.tune(skip_len, update_count)

Tune the scale parameter of the PCN sampler. The tuning is based on algorithm 4 in Andrieu, Christophe, and Johannes Thoms. “A tutorial on adaptive MCMC.” Statistics and computing 18 (2008): 343-373. Note: the tuning algorithm here is the same as the one used in MH sampler.