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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">MCMCTempering</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li><a class="tocitem" href="../getting-started/">Getting started: a simple Mixture of Gaussians example</a></li><li class="is-active"><a class="tocitem" href>API</a><ul class="internal"><li><a class="tocitem" href="#Temper-samplers"><span>Temper samplers</span></a></li><li><a class="tocitem" href="#Swapping"><span>Swapping</span></a></li><li><a class="tocitem" href="#Other-samplers"><span>Other samplers</span></a></li></ul></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>API</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>API</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/MCMCTempering.jl/blob/main/docs/src/api.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="API"><a class="docs-heading-anchor" href="#API">API</a><a id="API-1"></a><a class="docs-heading-anchor-permalink" href="#API" title="Permalink"></a></h1><h2 id="Temper-samplers"><a class="docs-heading-anchor" href="#Temper-samplers">Temper samplers</a><a id="Temper-samplers-1"></a><a class="docs-heading-anchor-permalink" href="#Temper-samplers" title="Permalink"></a></h2><article class="docstring"><header><a class="docstring-binding" id="MCMCTempering.tempered" href="#MCMCTempering.tempered"><code>MCMCTempering.tempered</code></a> — <span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia hljs">tempered(sampler, inverse_temperatures; kwargs...)
 OR
 tempered(sampler, num_temps; swap_strategy=ReversibleSwap(), kwargs...)</code></pre><p>Return a tempered version of <code>sampler</code> using the provided <code>inverse_temperatures</code> or inverse temperatures generated from <code>num_temps</code> and the <code>swap_strategy</code>.</p><p><strong>Arguments</strong></p><ul><li><code>sampler</code> is an algorithm or sampler object to be used for underlying sampling and to apply tempering to</li><li>The temperature schedule can be defined either explicitly or just as an integer number of temperatures, i.e. as:<ul><li><code>inverse_temperatures</code> containing a sequence of &#39;inverse temperatures&#39; {β₀, ..., βₙ} where 0 ≤ βₙ &lt; ... &lt; β₁ &lt; β₀ = 1 OR</li><li><code>num_temps</code>, specifying the integer number of inverse temperatures to include in a generated <code>inverse_temperatures</code></li></ul></li></ul><p><strong>Keyword arguments</strong></p><ul><li><code>swap_strategy::AbstractSwapStrategy</code> specifies the method for swapping inverse temperatures between chains</li><li><code>steps_per_swap::Integer</code> steps are carried out between each attempt at a swap</li></ul><p><strong>See also</strong></p><ul><li><a href="#MCMCTempering.TemperedSampler"><code>TemperedSampler</code></a></li><li>For more on the swap strategies:<ul><li><a href="#MCMCTempering.AbstractSwapStrategy"><code>AbstractSwapStrategy</code></a></li><li><a href="#MCMCTempering.ReversibleSwap"><code>ReversibleSwap</code></a></li><li><a href="#MCMCTempering.NonReversibleSwap"><code>NonReversibleSwap</code></a></li><li><a href="#MCMCTempering.SingleSwap"><code>SingleSwap</code></a></li><li><a href="#MCMCTempering.SingleRandomSwap"><code>SingleRandomSwap</code></a></li><li><a href="#MCMCTempering.RandomSwap"><code>RandomSwap</code></a></li><li><a href="#MCMCTempering.NoSwap"><code>NoSwap</code></a></li></ul></li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/MCMCTempering.jl/blob/bb5381b1272c4861400a23bc0e831b49dd1dba0a/src/MCMCTempering.jl#L46-L75">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="MCMCTempering.TemperedSampler" href="#MCMCTempering.TemperedSampler"><code>MCMCTempering.TemperedSampler</code></a> — <span class="docstring-category">Type</span></header><section><div><pre><code class="language-julia hljs">TemperedSampler &lt;: AbstractMCMC.AbstractSampler</code></pre><p>A <code>TemperedSampler</code> struct wraps a sampler upon which to apply the Parallel Tempering algorithm.</p><p><strong>Fields</strong></p><ul><li><p><code>sampler</code>: sampler(s) used to target the tempered distributions</p></li><li><p><code>chain_to_beta</code>: collection of inverse temperatures β; β[i] correponds i-th tempered model</p></li><li><p><code>swapstrategy</code>: strategy to use for swapping</p></li><li><p><code>adapt</code>: boolean flag specifying whether or not to adapt</p></li><li><p><code>adaptation_states</code>: adaptation parameters</p></li></ul></div><a class="docs-sourcelink" target="_blank" href="https://github.com/TuringLang/MCMCTempering.jl/blob/bb5381b1272c4861400a23bc0e831b49dd1dba0a/src/tempered_sampler.jl#L33-L41">source</a></section></article><p>Under the hood, <a href="#MCMCTempering.TemperedSampler"><code>MCMCTempering.TemperedSampler</code></a> is actually just a &quot;fancy&quot; representation of a composition (represented using a <a href="#MCMCTempering.CompositionSampler"><code>MCMCTempering.CompositionSampler</code></a>) of a <a href="#MCMCTempering.MultiSampler"><code>MCMCTempering.MultiSampler</code></a> and a <a href="#MCMCTempering.SwapSampler"><code>MCMCTempering.SwapSampler</code></a>.</p><p>Roughly speaking, the implementation of <code>AbstractMCMC.step</code> for <a href="#MCMCTempering.TemperedSampler"><code>MCMCTempering.TemperedSampler</code></a> is basically</p><pre><code class="language-julia hljs"># 1. Construct the tempered models.

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 <div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit"><a href="../">MCMCTempering</a></span></div><form class="docs-search" action="../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../">Home</a></li><li class="is-active"><a class="tocitem" href>Getting started: a simple Mixture of Gaussians example</a><ul class="internal"><li><a class="tocitem" href="#Metropolis-Hastings-(AdvancedMH.jl)"><span>Metropolis-Hastings (AdvancedMH.jl)</span></a></li><li><a class="tocitem" href="#HMC-(AdvancedHMC.jl)"><span>HMC (AdvancedHMC.jl)</span></a></li></ul></li><li><a class="tocitem" href="../api/">API</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li class="is-active"><a href>Getting started: a simple Mixture of Gaussians example</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Getting started: a simple Mixture of Gaussians example</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/TuringLang/MCMCTempering.jl/blob/main/docs/src/getting-started.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-button fas fa-cog" id="documenter-settings-button" href="#" title="Settings"></a><a class="docs-sidebar-button fa fa-bars is-hidden-desktop" id="documenter-sidebar-button" href="#"></a></div></header><article class="content" id="documenter-page"><h1 id="Getting-started:-a-simple-Mixture-of-Gaussians-example"><a class="docs-heading-anchor" href="#Getting-started:-a-simple-Mixture-of-Gaussians-example">Getting started: a simple Mixture of Gaussians example</a><a id="Getting-started:-a-simple-Mixture-of-Gaussians-example-1"></a><a class="docs-heading-anchor-permalink" href="#Getting-started:-a-simple-Mixture-of-Gaussians-example" title="Permalink"></a></h1><p>Suppose we have a mixture of Gaussians, e.g. something like</p><pre><code class="language-julia hljs">using Distributions
 target_distribution = MixtureModel(
  Normal,

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