Perturbations
Every time an instance of bayesbay.parameterization.Parameterization or
bayesbay.LogLikelihood is initialized, functions defining possible model perturbations are generated under the hood using the classes listed below. For example, a uniformly-distributed free parameter is perturbed at a given Markov chain iteration through a function generated by the ParamPerturbation class. Changes in the dimensionality of a trans-dimensional parameterization are managed by BirthPerturbation and DeathPerturbation. In hierarchical sampling, where the standard deviation of the data is treated as unknown, a perturbation function defined in NoisePerturbation is employed.
graph TD;
Perturbation-->ParamPerturbation;
Perturbation-->BirthPerturbation;
Perturbation-->DeathPerturbation;
Perturbation-->NoisePerturbation;
Base class for a perturbation callable |
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Perturbation on a chosen parameter value |
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Perturbation by creating a new dimension |
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Perturbation by removing an existing dimension |
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Perturbation by changing the noise level estimation |