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Stan
2.10.0
probability, sampling & optimization
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Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Euclidean disintegration and dense metric. More...
#include <dense_e_static_hmc.hpp>
Public Member Functions | |
dense_e_static_hmc (const Model &model, BaseRNG &rng) | |
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base_static_hmc (const Model &model, BaseRNG &rng) | |
~base_static_hmc () | |
sample | transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
void | get_sampler_param_names (std::vector< std::string > &names) |
void | get_sampler_params (std::vector< double > &values) |
void | set_nominal_stepsize_and_T (const double e, const double t) |
void | set_nominal_stepsize_and_L (const double e, const int l) |
void | set_T (const double t) |
void | set_nominal_stepsize (const double e) |
double | get_T () |
int | get_L () |
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base_hmc (const Model &model, BaseRNG &rng) | |
void | write_sampler_state (interface_callbacks::writer::base_writer &writer) |
void | get_sampler_diagnostic_names (std::vector< std::string > &model_names, std::vector< std::string > &names) |
void | get_sampler_diagnostics (std::vector< double > &values) |
void | seed (const Eigen::VectorXd &q) |
void | init_hamiltonian (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
void | init_stepsize (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
dense_e_metric< Model, BaseRNG >::PointType & | z () |
double | get_nominal_stepsize () |
double | get_current_stepsize () |
virtual void | set_stepsize_jitter (double j) |
double | get_stepsize_jitter () |
void | sample_stepsize () |
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base_mcmc () | |
virtual | ~base_mcmc () |
Additional Inherited Members | |
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void | update_L_ () |
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double | T_ |
int | L_ |
double | energy_ |
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dense_e_metric< Model, BaseRNG >::PointType | z_ |
expl_leapfrog< dense_e_metric< Model, BaseRNG > > | integrator_ |
dense_e_metric< Model, BaseRNG > | hamiltonian_ |
BaseRNG & | rand_int_ |
boost::uniform_01< BaseRNG & > | rand_uniform_ |
double | nom_epsilon_ |
double | epsilon_ |
double | epsilon_jitter_ |
Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Euclidean disintegration and dense metric.
Definition at line 17 of file dense_e_static_hmc.hpp.
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inline |
Definition at line 21 of file dense_e_static_hmc.hpp.