Algorithm 1.
1: |
Input: independent samples 𝒳 = {x1, x2, …, xs} from P(x; θ), maximum iteration number T |
2: | Output: θ̂ from the last iteration |
3: | Procedure: |
4: | Initialize θ(1) and initialize particles |
5: | Calculate E𝒳ψ from 𝒳 |
6: | for i = 1 to T do |
7: | Advance particles n steps under θ(i) |
8: | Calculate Eθ(i) ψ from the particles |
9: | θ(i+1) = θ(i) + η (E𝒳 ψ − Eθ(i) ψ) |
10: | Adjust η |
11: | end for |