stein_thinning.stein.ksd

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stein_thinning.stein.ksd#

stein_thinning.stein.ksd(integrand: Callable[[Any, Any], ndarray], n: int) ndarray#

Compute a cumulative sequence of KSD values.

KSD values are calculated from sums of elements in each i x i square in the top-left corner of the kernel Stein matrix.

Parameters#

integrand: Callable[[IndexerT, IndexerT], np.ndarray]

vectorised function returning the values of the integrand in the KSD integral for the given indices (rows and columns).

n: int

number of terms to calculate

Returns#

np.ndarray

array shaped (n,) containing the sequence of KSD values.