DAKernelState
DAKernelState#
- class liesel.goose.da.DAKernelState(*args, **kwargs)[source]#
Bases:
Protocol
A protocol for a kernel state with dual averaging support. For an introduction to dual averaging, see the blog post by Colin Carroll 1 and the Stan Reference Manual 2.
- 1
Colin Carroll, Step Size Adaptation in Hamiltonian Monte Carlo (2019).
- 2
Stan Development Team, Stan Reference Manual (2021), Chapter 15.2.
Attributes
The step size of the kernel.
The error sum of the acceptance probability.
The logarithm of the average step size.
The bias of the step size proposals.