liesel.goose.iwls#

Iteratively weighted least squares (IWLS) sampler

Classes

IWLSKernel(position_keys[, chol_info_fn, ...])

An IWLS kernel with dual averaging and an (optional) user-defined function for computing the Cholesky decomposition of the Fisher information matrix, implementing the liesel.goose.types.Kernel protocol.

IWLSKernelState(step_size)

A dataclass for the state of a IWLSKernel, implementing the liesel.goose.da.DAKernelState protocol.