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| <html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · AutomaticMALA.jl</title><meta name="title" content="Home · AutomaticMALA.jl"/><meta property="og:title" content="Home · AutomaticMALA.jl"/><meta property="twitter:title" content="Home · AutomaticMALA.jl"/><meta name="description" content="Documentation for AutomaticMALA.jl."/><meta property="og:description" content="Documentation for AutomaticMALA.jl."/><meta property="twitter:description" content="Documentation for AutomaticMALA.jl."/><meta property="og:url" content="https://torfjelde.github.io/AutomaticMALA.jl/"/><meta property="twitter:url" content="https://torfjelde.github.io/AutomaticMALA.jl/"/><link rel="canonical" href="https://torfjelde.github.io/AutomaticMALA.jl/"/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.16.8/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="search_index.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>AutomaticMALA.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/torfjelde/AutomaticMALA.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="AutomaticMALA"><a class="docs-heading-anchor" href="#AutomaticMALA">AutomaticMALA</a><a id="AutomaticMALA-1"></a><a class="docs-heading-anchor-permalink" href="#AutomaticMALA" title="Permalink"></a></h1><p>Documentation for <a href="https://github.com/torfjelde/AutomaticMALA.jl">AutomaticMALA</a>.</p><ul><li><a href="#AutomaticMALA.AutoMALA"><code>AutomaticMALA.AutoMALA</code></a></li><li><a href="#AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}"><code>AutomaticMALA.round_based_adaptation</code></a></li></ul><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AutomaticMALA.AutoMALA" href="#AutomaticMALA.AutoMALA"><code>AutomaticMALA.AutoMALA</code></a> — <span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">AutoMALA</code></pre><p>An automatic version of the Metropolis-adjusted Langevin algorithm (MALA).</p><p>See <a href="https://arxiv.org/abs/2310.16782">Biron-Lattes, Surjanovic & Syed et al. (2023)</a> for details.</p><p><strong>Fields</strong></p><ul><li><p><code>ϵ_init::Any</code>: initial step size to use</p></li><li><p><code>num_unadjusted::Int64</code>: number of unadjusted steps to take</p></li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/d4ef2a0a49eda393d08ebe42a41909cf6d8d904b/src/AutomaticMALA.jl#L14-L23">source</a></section></article><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}" href="#AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}"><code>AutomaticMALA.round_based_adaptation</code></a> — <span class="docstring-category">Method</span></header><section><div><pre><code class="language-julia hljs">round_based_adaptation([rng, ]model, sample::AutoMAL; num_rounds=10, kwargs...)</code></pre><p>Run adaptation for a number of rounds, each time doubling the number of iterations.</p><p><strong>Arguments</strong></p><ul><li><code>rng::Random.AbstractRNG</code>: Random number generator.</li><li><code>model</code>: The model.</li><li><code>sample::AutoMALA</code>: The sampler.</li></ul><p><strong>Keyword Arguments</strong></p><ul><li><code>num_rounds::Int=10</code>: The number of rounds.</li><li><code>kwargs...</code>: Additional keyword arguments passed to <code>sample</code>.</li></ul><p><strong>Returns</strong></p><ul><li><code>sampler::AutoMALA</code>: Sampler containing the adapted parameters.</li><li><code>initial_params</code>: Resulting parameters after adaptation.</li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/d4ef2a0a49eda393d08ebe42a41909cf6d8d904b/src/AutomaticMALA.jl#L168-L186">source</a></section></article></article><nav class="docs-footer"><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.4.1 on <span class="colophon-date" title="Thursday 16 May 2024 18:31">Thursday 16 May 2024</span>. Using Julia version 1.10.3.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html> | ||
| <html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Home · AutomaticMALA.jl</title><meta name="title" content="Home · AutomaticMALA.jl"/><meta property="og:title" content="Home · AutomaticMALA.jl"/><meta property="twitter:title" content="Home · AutomaticMALA.jl"/><meta name="description" content="Documentation for AutomaticMALA.jl."/><meta property="og:description" content="Documentation for AutomaticMALA.jl."/><meta property="twitter:description" content="Documentation for AutomaticMALA.jl."/><meta property="og:url" content="https://torfjelde.github.io/AutomaticMALA.jl/"/><meta property="twitter:url" content="https://torfjelde.github.io/AutomaticMALA.jl/"/><link rel="canonical" href="https://torfjelde.github.io/AutomaticMALA.jl/"/><script data-outdated-warner src="assets/warner.js"></script><link href="https://cdnjs.cloudflare.com/ajax/libs/lato-font/3.0.0/css/lato-font.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/juliamono/0.050/juliamono.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/6.4.2/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.16.8/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="assets/documenter.js"></script><script src="search_index.js"></script><script src="siteinfo.js"></script><script src="../versions.js"></script><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-dark.css" data-theme-name="documenter-dark" data-theme-primary-dark/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href>AutomaticMALA.jl</a></span></div><button class="docs-search-query input is-rounded is-small is-clickable my-2 mx-auto py-1 px-2" id="documenter-search-query">Search docs (Ctrl + /)</button><ul class="docs-menu"><li class="is-active"><a class="tocitem" href>Home</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><a class="docs-sidebar-button docs-navbar-link fa-solid fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Home</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Home</a></li></ul></nav><div class="docs-right"><a class="docs-navbar-link" href="https://github.com/torfjelde/AutomaticMALA.jl" title="View the repository on GitHub"><span class="docs-icon fa-brands"></span><span class="docs-label is-hidden-touch">GitHub</span></a><a class="docs-navbar-link" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/main/docs/src/index.md" title="Edit source on GitHub"><span class="docs-icon fa-solid"></span></a><a class="docs-settings-button docs-navbar-link fa-solid fa-gear" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-article-toggle-button fa-solid fa-chevron-up" id="documenter-article-toggle-button" href="javascript:;" title="Collapse all docstrings"></a></div></header><article class="content" id="documenter-page"><h1 id="AutomaticMALA"><a class="docs-heading-anchor" href="#AutomaticMALA">AutomaticMALA</a><a id="AutomaticMALA-1"></a><a class="docs-heading-anchor-permalink" href="#AutomaticMALA" title="Permalink"></a></h1><p>Documentation for <a href="https://github.com/torfjelde/AutomaticMALA.jl">AutomaticMALA</a>.</p><ul><li><a href="#AutomaticMALA.AutoMALA"><code>AutomaticMALA.AutoMALA</code></a></li><li><a href="#AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}"><code>AutomaticMALA.round_based_adaptation</code></a></li></ul><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AutomaticMALA.AutoMALA" href="#AutomaticMALA.AutoMALA"><code>AutomaticMALA.AutoMALA</code></a> — <span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">AutoMALA</code></pre><p>An automatic version of the Metropolis-adjusted Langevin algorithm (MALA).</p><p>See <a href="https://arxiv.org/abs/2310.16782">Biron-Lattes, Surjanovic & Syed et al. (2023)</a> for details.</p><p><strong>Fields</strong></p><ul><li><p><code>ϵ_init::Any</code>: initial step size to use</p></li><li><p><code>num_unadjusted::Int64</code>: number of unadjusted steps to take</p></li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/f92edb4f0462b1846d4a23e8701de5200d430163/src/AutomaticMALA.jl#L14-L23">source</a></section></article><article class="docstring"><header><a class="docstring-article-toggle-button fa-solid fa-chevron-down" href="javascript:;" title="Collapse docstring"></a><a class="docstring-binding" id="AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}" href="#AutomaticMALA.round_based_adaptation-Tuple{Any, AutoMALA}"><code>AutomaticMALA.round_based_adaptation</code></a> — <span class="docstring-category">Method</span></header><section><div><pre><code class="language-julia hljs">round_based_adaptation([rng, ]model, sample::AutoMAL; num_rounds=10, kwargs...)</code></pre><p>Run adaptation for a number of rounds, each time doubling the number of iterations.</p><p><strong>Arguments</strong></p><ul><li><code>rng::Random.AbstractRNG</code>: Random number generator.</li><li><code>model</code>: The model.</li><li><code>sample::AutoMALA</code>: The sampler.</li></ul><p><strong>Keyword Arguments</strong></p><ul><li><code>num_rounds::Int=10</code>: The number of rounds.</li><li><code>kwargs...</code>: Additional keyword arguments passed to <code>sample</code>.</li></ul><p><strong>Returns</strong></p><ul><li><code>sampler::AutoMALA</code>: Sampler containing the adapted parameters.</li><li><code>initial_params</code>: Resulting parameters after adaptation.</li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/torfjelde/AutomaticMALA.jl/blob/f92edb4f0462b1846d4a23e8701de5200d430163/src/AutomaticMALA.jl#L168-L186">source</a></section></article></article><nav class="docs-footer"><p class="footer-message">Powered by <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> and the <a href="https://julialang.org/">Julia Programming Language</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.4.1 on <span class="colophon-date" title="Thursday 16 May 2024 18:32">Thursday 16 May 2024</span>. Using Julia version 1.10.3.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html> |