sampler#

Module path: cuqi.sampler

Classes

CWMH

Component-wise Metropolis Hastings sampler.

Conjugate

Conjugate sampler

ConjugateApprox

Approximate Conjugate sampler

Gibbs

Gibbs sampler for sampling a joint distribution.

LinearRTO

Linear RTO (Randomize-Then-Optimize) sampler.

MALA

Metropolis-adjusted Langevin algorithm (MALA) (Roberts and Tweedie, 1996)

MH

Metropolis Hastings sampler.

NUTS

No-U-Turn Sampler (Hoffman and Gelman, 2014).

ProposalBasedSampler

RegularizedLinearRTO

Regularized Linear RTO (Randomize-Then-Optimize) sampler.

Sampler

UGLA

Unadjusted (Gaussian) Laplace Approximation sampler

ULA

Unadjusted Langevin algorithm (ULA) (Roberts and Tweedie, 1996)

pCN

Preconditioned Crank-Nicolson sampler