Hybrid Markov Chain Monte Carlo Using Gaussian Processes


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Documentation for package ‘MCMChybridGP’ version 7.0.2

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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.
Demo Run the MCMChybridGP demonstration
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