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Stan
2.10.0
probability, sampling & optimization
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Exhausive Hamiltonian Monte Carlo (XHMC) with multinomial sampling with a Gaussian-Euclidean disintegration and diagonal metric. More...
#include <diag_e_xhmc.hpp>
Public Member Functions | |
diag_e_xhmc (const Model &model, BaseRNG &rng) | |
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base_xhmc (const Model &model, BaseRNG &rng) | |
~base_xhmc () | |
void | set_max_depth (int d) |
void | set_max_deltaH (double d) |
void | set_x_delta (double d) |
int | get_max_depth () |
double | get_max_deltaH () |
double | get_x_delta () |
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) |
int | build_tree (int depth, ps_point &z_propose, double &ave, double &log_sum_weight, double H0, double sign, int &n_leapfrog, double &sum_metro_prob, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
Recursively build a new subtree to completion or until the subtree becomes invalid. More... | |
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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) |
diag_e_metric< Model, BaseRNG >::PointType & | z () |
virtual void | set_nominal_stepsize (double e) |
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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int | depth_ |
int | max_depth_ |
double | max_deltaH_ |
double | x_delta_ |
int | n_leapfrog_ |
int | divergent_ |
double | energy_ |
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diag_e_metric< Model, BaseRNG >::PointType | z_ |
expl_leapfrog< diag_e_metric< Model, BaseRNG > > | integrator_ |
diag_e_metric< Model, BaseRNG > | hamiltonian_ |
BaseRNG & | rand_int_ |
boost::uniform_01< BaseRNG & > | rand_uniform_ |
double | nom_epsilon_ |
double | epsilon_ |
double | epsilon_jitter_ |
Exhausive Hamiltonian Monte Carlo (XHMC) with multinomial sampling with a Gaussian-Euclidean disintegration and diagonal metric.
Definition at line 16 of file diag_e_xhmc.hpp.
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inline |
Definition at line 20 of file diag_e_xhmc.hpp.