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.