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stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG > Class Template Reference

Exhausive Hamiltonian Monte Carlo (XHMC) with multinomial sampling with a Gaussian-Euclidean disintegration and adaptive dense metric and adaptive step size. More...

#include <adapt_dense_e_xhmc.hpp>

Inheritance diagram for stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >:
stan::mcmc::dense_e_xhmc< Model, BaseRNG > stan::mcmc::stepsize_covar_adapter stan::mcmc::base_xhmc< Model, dense_e_metric, expl_leapfrog, BaseRNG > stan::mcmc::base_adapter stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG > stan::mcmc::base_mcmc

Public Member Functions

 adapt_dense_e_xhmc (const Model &model, BaseRNG &rng)
 
 ~adapt_dense_e_xhmc ()
 
sample transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)
 
void disengage_adaptation ()
 
- Public Member Functions inherited from stan::mcmc::dense_e_xhmc< Model, BaseRNG >
 dense_e_xhmc (const Model &model, BaseRNG &rng)
 
- Public Member Functions inherited from stan::mcmc::base_xhmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
 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...
 
- Public Member Functions inherited from stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
 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 ()
 
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 ()
 
- Public Member Functions inherited from stan::mcmc::base_mcmc
 base_mcmc ()
 
virtual ~base_mcmc ()
 
- Public Member Functions inherited from stan::mcmc::stepsize_covar_adapter
 stepsize_covar_adapter (int n)
 
stepsize_adaptationget_stepsize_adaptation ()
 
covar_adaptationget_covar_adaptation ()
 
void set_window_params (unsigned int num_warmup, unsigned int init_buffer, unsigned int term_buffer, unsigned int base_window, interface_callbacks::writer::base_writer &writer)
 
- Public Member Functions inherited from stan::mcmc::base_adapter
 base_adapter ()
 
virtual void engage_adaptation ()
 
bool adapting ()
 

Additional Inherited Members

- Public Attributes inherited from stan::mcmc::base_xhmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
int depth_
 
int max_depth_
 
double max_deltaH_
 
double x_delta_
 
int n_leapfrog_
 
int divergent_
 
double energy_
 
- Protected Attributes inherited from stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
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_
 
- Protected Attributes inherited from stan::mcmc::stepsize_covar_adapter
stepsize_adaptation stepsize_adaptation_
 
covar_adaptation covar_adaptation_
 
- Protected Attributes inherited from stan::mcmc::base_adapter
bool adapt_flag_
 

Detailed Description

template<class Model, class BaseRNG>
class stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >

Exhausive Hamiltonian Monte Carlo (XHMC) with multinomial sampling with a Gaussian-Euclidean disintegration and adaptive dense metric and adaptive step size.

Definition at line 16 of file adapt_dense_e_xhmc.hpp.

Constructor & Destructor Documentation

template<class Model , class BaseRNG >
stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >::adapt_dense_e_xhmc ( const Model &  model,
BaseRNG &  rng 
)
inline

Definition at line 19 of file adapt_dense_e_xhmc.hpp.

template<class Model , class BaseRNG >
stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >::~adapt_dense_e_xhmc ( )
inline

Definition at line 23 of file adapt_dense_e_xhmc.hpp.

Member Function Documentation

template<class Model , class BaseRNG >
void stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >::disengage_adaptation ( )
inlinevirtual

Reimplemented from stan::mcmc::base_adapter.

Definition at line 50 of file adapt_dense_e_xhmc.hpp.

template<class Model , class BaseRNG >
sample stan::mcmc::adapt_dense_e_xhmc< Model, BaseRNG >::transition ( sample init_sample,
interface_callbacks::writer::base_writer info_writer,
interface_callbacks::writer::base_writer error_writer 
)
inlinevirtual

Implements stan::mcmc::base_mcmc.

Definition at line 26 of file adapt_dense_e_xhmc.hpp.


The documentation for this class was generated from the following file:

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