This function approximates the likelihood around a sample generated at parameters theta0. The likelihood is only "trusted" within a vicinity of theta0. The size of this vicinity is controlled by requiring a minimum effective sample size (minESS) at theta + (theta - tehta0) * damping.
marErnmLikelihood(theta, sample, theta0, stats, minEss = 5, damping = 0.1)a list with value, gradient, and hessian
parameters
mcmc sample
parameter values which generated sample
observed statistics
minimum effective sample size
a damping parameter