run_independence_sampler

run_independence_sampler(
    xs: Tensor,
    neglogfxs_irt: Tensor,
    neglogfxs_exact: Tensor,
)

Runs an independence Metropolis-Hastings sampler.

Runs an independence Metropolis-Hastings sampler which uses a dirt density as a proposal.

Parameters

xs : Tensor

An \(n \times d\) matrix containing independent samples from the DIRT object.

neglogfxs_irt : Tensor

An \(n\)-dimensional vector containing the potential function associated with the DIRT object evaluated at each sample.

neglogfxs_exact : Tensor

An \(n\)-dimensional vector containing the potential function associated with the target density evaluated at each sample.

Returns

res : MCMCResult

An object containing the constructed Markov chain and some diagnostic information.