Mh (prbnmcn-stats.Stats.Mh)

MCMC

module type MH_parameters = sig ... end

MH_parameters packs sufficient data to construct a Metropolis-Hastings sampler.

module Make_core_sampling_loop
  (X : Basic_structures.Basic_intf.Pp) : 
  sig ... end

Generic sampling loop.

module Make (X : MH_parameters) : sig ... end

Metropolis-Hastings functor.