pymc.smc.kernels.SMC_KERNEL.update_beta_and_weights#

SMC_KERNEL.update_beta_and_weights()[source]#

Calculate the next inverse temperature (beta)

The importance weights based on two successive tempered likelihoods (i.e. two successive values of beta) and updates the marginal likelihood estimate.

ESS is calculated for importance sampling. BDA 3rd ed. eq 10.4