build based on 7261224

dev/.documenter-siteinfo.json

@@ -1 +1 @@
-{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-11-02T20:26:39","documenter_version":"1.7.0"}}
+{"documenter":{"julia_version":"1.11.1","generation_timestamp":"2024-11-02T20:30:14","documenter_version":"1.7.0"}}

dev/consensus-based_optimisation/index.html

@@ -13,4 +13,4 @@
 \left\| x_t^i - c_\alpha(x_t) \right\| \mathrm{d}B_t^i
 }_{
 \text{scaled diffusion}
-},\]</p><p>where <span>$\lambda$</span> and <span>$\sigma$</span> are positive parameters, and where <span>$B_t^i$</span> are independent Brownian motions in <span>$D$</span> dimensions. The <em>consensus drift</em> is a deterministic term which drives each agent towards the consensus point, at rate <span>$\lambda$</span>; meanwhile, the <em>scaled diffusion</em> is a stochastic term that encourages exploration.</p><p>For additional details, see <a href="http://dx.doi.org/10.1142/S0218202517400061">R. Pinnau, C. Totzeck, O. Tse, and S. Martin (2017)</a>.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« Home</a><a class="docs-footer-nextpage" href="../consensus-based_sampling/">Consensus-based sampling »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:26">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+},\]</p><p>where <span>$\lambda$</span> and <span>$\sigma$</span> are positive parameters, and where <span>$B_t^i$</span> are independent Brownian motions in <span>$D$</span> dimensions. The <em>consensus drift</em> is a deterministic term which drives each agent towards the consensus point, at rate <span>$\lambda$</span>; meanwhile, the <em>scaled diffusion</em> is a stochastic term that encourages exploration.</p><p>For additional details, see <a href="http://dx.doi.org/10.1142/S0218202517400061">R. Pinnau, C. Totzeck, O. Tse, and S. Martin (2017)</a>.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../">« Home</a><a class="docs-footer-nextpage" href="../consensus-based_sampling/">Consensus-based sampling »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:30">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

dev/consensus-based_sampling/index.html

@@ -27,4 +27,4 @@
 V_\alpha^{\frac{1}{2}}(x_t) \mathrm{d}B_t^i
 }_{
 \text{scaled diffusion}
-}.\]</p><p>The matrix <span>$V_\alpha^{\frac{1}{2}}(x_t)$</span> is the <em>matrix square-root</em> of the covariance <span>$V_\alpha(x_t)$</span>, in the sense that <span>$V_\alpha = V_\alpha^{\frac{1}{2}} \left( V_\alpha^{\frac{1}{2}} \right) ^T$</span>. An alternative (distributionally equivalent) covariance square-root is given in <a href="https://epubs.siam.org/doi/10.1137/19M1304891">A. Garbuno-Inigo, N. Nüsken, and S. Reich (2020)</a>, and also implemented in ConsensusBasedX.jl (see <a href="../root-covariance_types/#Root-covariance-types">Root-covariance types</a>). By default, the version with the best performance is selected, as a function of <span>$D$</span> and <span>$N$</span>.</p><p>The parameter <span>$\lambda$</span> controls the overall behaviour of the algorithm. If <span>$\lambda = (1+\alpha)^{-1}$</span>, the particles will converge in time towards the distribution <span>$\exp(-\alpha f(x))$</span>; therefore, their final positions are approximately samples of the target distribution. If <span>$\lambda = 1$</span>, the particles will converge towards the consensus point, which will be an approximation of the global minimiser of <span>$f$</span>, just as in CBO.</p><p>For additional details, see <a href="https://onlinelibrary.wiley.com/doi/10.1111/sapm.12470">J. A. Carrillo, F. Hoffmann, A. M. Stuart, and U. Vaes (2022)</a>. Note that, in their notation, the roles of <span>$\alpha$</span> and <span>$\beta$</span> are switched.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../consensus-based_optimisation/">« Consensus-based optimisation</a><a class="docs-footer-nextpage" href="../function_minimisation/">Function minimisation »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:26">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+}.\]</p><p>The matrix <span>$V_\alpha^{\frac{1}{2}}(x_t)$</span> is the <em>matrix square-root</em> of the covariance <span>$V_\alpha(x_t)$</span>, in the sense that <span>$V_\alpha = V_\alpha^{\frac{1}{2}} \left( V_\alpha^{\frac{1}{2}} \right) ^T$</span>. An alternative (distributionally equivalent) covariance square-root is given in <a href="https://epubs.siam.org/doi/10.1137/19M1304891">A. Garbuno-Inigo, N. Nüsken, and S. Reich (2020)</a>, and also implemented in ConsensusBasedX.jl (see <a href="../root-covariance_types/#Root-covariance-types">Root-covariance types</a>). By default, the version with the best performance is selected, as a function of <span>$D$</span> and <span>$N$</span>.</p><p>The parameter <span>$\lambda$</span> controls the overall behaviour of the algorithm. If <span>$\lambda = (1+\alpha)^{-1}$</span>, the particles will converge in time towards the distribution <span>$\exp(-\alpha f(x))$</span>; therefore, their final positions are approximately samples of the target distribution. If <span>$\lambda = 1$</span>, the particles will converge towards the consensus point, which will be an approximation of the global minimiser of <span>$f$</span>, just as in CBO.</p><p>For additional details, see <a href="https://onlinelibrary.wiley.com/doi/10.1111/sapm.12470">J. A. Carrillo, F. Hoffmann, A. M. Stuart, and U. Vaes (2022)</a>. Note that, in their notation, the roles of <span>$\alpha$</span> and <span>$\beta$</span> are switched.</p></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../consensus-based_optimisation/">« Consensus-based optimisation</a><a class="docs-footer-nextpage" href="../function_minimisation/">Function minimisation »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:30">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>

dev/distribution_sampling/index.html

@@ -15,4 +15,4 @@
 out.sample</code></pre><pre><code class="language-julia hljs">out = sample(f, D = 2, N = 20, extended_output = true);
 out.sample</code></pre><pre><code class="language-julia hljs">config = (; D = 2, N = 20, extended_output = true);
 out = sample(f, config);
-out.sample</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/51c793738f0492f2cc09d0d46ebc0745384937e8/src/interface/sample.jl#L1-L37">source</a></section></article></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../function_minimisation/">« Function minimisation</a><a class="docs-footer-nextpage" href="../method_parameters/">Method parameters »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:26">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>
+out.sample</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/7261224331d7b8da79ed3ee8fac72661606fa3a2/src/interface/sample.jl#L1-L37">source</a></section></article></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../function_minimisation/">« Function minimisation</a><a class="docs-footer-nextpage" href="../method_parameters/">Method parameters »</a><div class="flexbox-break"></div><p class="footer-message">Copyright © 2024 <a href="https://rafaelbailo.com/">Dr Rafael Bailo</a> and <a href="https://github.com/PdIPS">Purpose-Driven Interacting Particle Systems Group</a>. <a href="https://github.com/PdIPS/ConsensusBasedX.jl/blob/main/LICENSE">MIT License</a>.</p></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="auto">Automatic (OS)</option><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option><option value="catppuccin-latte">catppuccin-latte</option><option value="catppuccin-frappe">catppuccin-frappe</option><option value="catppuccin-macchiato">catppuccin-macchiato</option><option value="catppuccin-mocha">catppuccin-mocha</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> version 1.7.0 on <span class="colophon-date" title="Saturday 2 November 2024 20:30">Saturday 2 November 2024</span>. Using Julia version 1.11.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>