mcmc_franke

<p>MCMC sample from the modified Franke function using the package MHadaptive (which is currently archived).</p>

The functions sp() and sp_seq() compute the support points in Mak and Joseph (2018) <DOI:10.1214/17-AOS1629>. Support points can be used as a representative sample of a desired distribution, or a representative reduction of a big dataset (e.g., an "optimal" thinning of Markov-chain Monte Carlo sample chains). This work was supported by USARO grant W911NF-14-1-0024 and NSF DMS grant 1712642.

Simon Mak

mcmc_franke: MCMC sample from the modified Franke function

Description

Usage

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