MUQ  0.4.3
MCMC Proposal Distributions

Classes

class  muq::SamplingAlgorithms::AMProposal
 An implemental of the Adaptive Metropolis algorithm. More...
 
class  muq::SamplingAlgorithms::CrankNicolsonProposal
 An implement of the dimension-independent pCN proposal. More...
 
class  muq::SamplingAlgorithms::IndependenceProposal
 Implementation of an independence proposal with arbitrary distribution.
More...
 
class  muq::SamplingAlgorithms::InfMALAProposal
 An implement of the dimension-independent MALA (or Inf-MALA) proposal. More...
 
class  muq::SamplingAlgorithms::InverseGammaProposal
 Defines a proposal using the analytic conditional Inverse Gamma distribution for the variance of a Gaussian distribution. More...
 
class  muq::SamplingAlgorithms::MALAProposal
 Implementation preconditioned Langevin proposal used in the MALA algorithm. More...
 
class  muq::SamplingAlgorithms::MCMCProposal
 
class  muq::SamplingAlgorithms::MHProposal
 Implementation of the classic Random Walk Metropolis proposal. More...
 
class  muq::SamplingAlgorithms::MixtureProposal
 This class implements a weighted mixture of other proposals. More...