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| base_xhmc (const Model &model, BaseRNG &rng) |
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| ~base_xhmc () |
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void | set_max_depth (int d) |
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void | set_max_deltaH (double d) |
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void | set_x_delta (double d) |
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int | get_max_depth () |
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double | get_max_deltaH () |
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double | get_x_delta () |
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sample | transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
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void | get_sampler_param_names (std::vector< std::string > &names) |
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void | get_sampler_params (std::vector< double > &values) |
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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) |
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void | write_sampler_state (interface_callbacks::writer::base_writer &writer) |
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void | get_sampler_diagnostic_names (std::vector< std::string > &model_names, std::vector< std::string > &names) |
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void | get_sampler_diagnostics (std::vector< double > &values) |
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void | seed (const Eigen::VectorXd &q) |
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void | init_hamiltonian (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
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void | init_stepsize (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer) |
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Hamiltonian< Model, BaseRNG >::PointType & | z () |
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virtual void | set_nominal_stepsize (double e) |
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double | get_nominal_stepsize () |
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double | get_current_stepsize () |
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virtual void | set_stepsize_jitter (double j) |
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double | get_stepsize_jitter () |
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void | sample_stepsize () |
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| base_mcmc () |
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virtual | ~base_mcmc () |
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template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
class stan::mcmc::base_xhmc< Model, Hamiltonian, Integrator, BaseRNG >
Exhaustive Hamiltonian Monte Carlo (XHMC) with multinomial sampling.
See http://arxiv.org/abs/1601.00225.
Definition at line 59 of file base_xhmc.hpp.
template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
int stan::mcmc::base_xhmc< Model, Hamiltonian, Integrator, BaseRNG >::build_tree |
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int |
depth, |
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ps_point & |
z_propose, |
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double & |
ave, |
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double & |
log_sum_weight, |
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double |
H0, |
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double |
sign, |
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int & |
n_leapfrog, |
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double & |
sum_metro_prob, |
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interface_callbacks::writer::base_writer & |
info_writer, |
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interface_callbacks::writer::base_writer & |
error_writer |
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) |
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inline |
Recursively build a new subtree to completion or until the subtree becomes invalid.
Returns validity of the resulting subtree.
- Parameters
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depth | Depth of the desired subtree |
z_propose | State proposed from subtree |
ave | Weighted average of dG/dt across trajectory |
log_sum_weight | Log of summed weights across trajectory |
H0 | Hamiltonian of initial state |
sign | Direction in time to built subtree |
n_leapfrog | Summed number of leapfrog evaluations |
sum_metro_prob | Summed Metropolis probabilities across trajectory |
info_writer | Stream for information messages |
error_writer | Stream for error messages |
Definition at line 204 of file base_xhmc.hpp.