This function is used to adjust the temperature schedule so that it is more (or less) strict than the original.
Expand_Temperatures(
temperatures,
loglike,
rho,
bisec_tol = .Machine$double.eps^0.25
)A list is returned, containing the following components:
temperatures_all: The new set of temperatures of length \(tau\).
relevant_samples: A vector of length \(tau\) containing indices to show which particle sets the new temperatures are based on.
logw: An \(N\) by \(tau\) matrix of log normalised weights of the particles
A vector of length \(T\) temperatures for the power posterior temperatures.
An \(N\) by \(T\) matrix of log likelihood values corresponding to the samples.
The tolerance for the new temperatures. Temperatures are selected so that the conditional effective sample size (CESS) at each temperature is \(\rho*N\) where \(N\) is the population size.
The tolerance for the bisection method used in selecting temperatures. The default is .Machine$double.eps^0.25
Leah F. South
South, L. F., Oates, C. J., Mira, A., & Drovandi, C. (2019). Regularised zero variance control variates for high-dimensional variance reduction. https://arxiv.org/abs/1811.05073
See evidence for functions to estimate the evidence, VDP for an example and ZVCV for more package details.