Hybrid Markov Chain Monte Carlo using Gaussian Processes


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Documentation for package ‘MCMChybridGP’ version 5.4

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MCMChybridGP-package Hybrid MCMC for a multimodal density with derivatives replaced by Gaussian process
.hybrid.template Sampling phase applying results from Exploratory phase.
generateX0 Generate some initial points for the hybrid explore phase
GProcess Determine a Gaussian process fit to a multivariate log-density function.
hybrid.explore Exploratory phase to determine points used for a Gaussian process fit.
hybrid.sample Sampling phase applying results from Exploratory phase.
MCMChybridGP Hybrid MCMC for a multimodal density with derivatives replaced by Gaussian process