hopsy.AdaptiveMetropolisProposal#

class hopsy.AdaptiveMetropolisProposal#

Adaptive Metropolis Algorithm for convex polytopes, see https://doi.org/10.2307/3318737 for unconstrained version.

Attributes

`boundary_cushion`
`eps`
`has_log_density`	Returns whether the proposal knows about the log density or not.
`has_negative_log_likelihood`	deprecated:: 1.4 Use `has_log_density` instead.
`log_acceptance_probability`
`name`
`proposal`
`proposal_log_density`	Returns the log density of the proposal.
`proposal_negative_log_likelihood`	deprecated:: 1.4 Use -`proposal_log_density` instead.
`state`
`state_log_density`	Returns the log density of the current state of the proposal.
`state_negative_log_likelihood`	deprecated:: 1.4 Use -`state_log_density` instead.
`warm_up`

Methods