KJB
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#include <sample_annealing.h>
Public Member Functions | |
Annealing_mh_step (const Target_distribution &log_target, const Proposer &proposer) | |
Annealing_mh_step (const Annealing_mh_step< Model, Proposer > &step) | |
Copy-constructor. More... | |
Annealing_mh_step & | operator= (const Annealing_mh_step< Model, Proposer > &step) |
Assignment. More... | |
void | set_temperature (double T) |
Public Member Functions inherited from Basic_mh_step< Model, Proposer > | |
Basic_mh_step (const Target_distribution &log_target, const Proposer &proposer) | |
Initializes target and proposer functors (or functions) to the given arguments. More... | |
virtual | ~Basic_mh_step () |
Initializes target and proposer functors (or functions) to the given arguments. More... | |
virtual Mh_proposal_result | propose (const Model &m, Model &m_p) const |
Assignment. More... | |
virtual double | l_target (const Model &m) const |
Evaluate the log-target distribution for the given model. More... | |
void | set_target (const Target_distribution &target) |
void | record_extra (bool enable) |
void | set_temperature (double T) |
virtual double | get_temperature () const |
Public Member Functions inherited from Abstract_mh_step< Model, Proposer > | |
BOOST_CONCEPT_ASSERT ((BaseModel< Model >)) | |
Step_log< Model > | run_step (Model &m, double lt_m, double &accept_prob, boost::optional< Model & > proposed_state_out=boost::none) const |
Runs a step of Metropolis-Hastings on a model m. More... | |
virtual Step_log< Model > | operator() (Model &m, double lt_m) const |
Runs a step of Metropolis-Hastings on a model m. More... | |
virtual | ~Abstract_mh_step () |
virtual void | on_accept () const |
virtual void | on_reject () const |
Additional Inherited Members | |
Public Types inherited from Basic_mh_step< Model, Proposer > | |
typedef Abstract_mh_step < Model, Proposer > | Parent |
typedef Parent::Target_distribution | Target_distribution |
typedef Proposer | Proposer |
Public Types inherited from Abstract_mh_step< Model, Proposer > | |
typedef Model_evaluator< Model > ::Type | Target_distribution |
Protected Member Functions inherited from Basic_mh_step< Model, Proposer > | |
virtual bool | record_extra () const |
Proposer & | get_proposer_ () |
Protected Attributes inherited from Basic_mh_step< Model, Proposer > | |
Target_distribution | m_log_target |
Proposer | m_proposer |
double | m_temperature |
bool | m_record_extra |
Protected Attributes inherited from Abstract_mh_step< Model, Proposer > | |
boost::optional< Model > | tmp_model_ |
Same as Basic_mh_sampler, but adds a public set_temperature() method, which affects the accept/reject rate.
Proposer must comply with the Annealable concept, i.e. the "set_temperature()" method must be available. Non-annealing proposers can be wrapped with Annealing_proposer_wrapper, which implements a null set_temperature method.
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Copy-constructor.
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Assignment.
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Set annealing temperature of step and proposer