Basic_mh_step< Model, Proposer_type > Class Template Reference

#include <sample_step.h>

Inheritance diagram for Basic_mh_step< Model, Proposer_type >:

Public Types
typedef Abstract_mh_step < Model, Proposer_type >	Parent
typedef Parent::Target_distribution	Target_distribution
typedef Proposer_type	Proposer
Public Types inherited from Abstract_mh_step< Model, Proposer_type >
typedef Model_evaluator< Model > ::Type	Target_distribution

Public Member Functions
	Basic_mh_step (const Target_distribution &log_target, const Proposer_type &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_type >
	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

Protected Member Functions
virtual bool	record_extra () const
Proposer_type &	get_proposer_ ()

Protected Attributes
Target_distribution	m_log_target
Proposer_type	m_proposer
double	m_temperature
bool	m_record_extra
Protected Attributes inherited from Abstract_mh_step< Model, Proposer_type >
boost::optional< Model >	tmp_model_

Detailed Description

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>
class Basic_mh_step< Model, Proposer_type >

Template Parameters

Model

The model type. Must comply with BaseModel concept.

Basic_mh_step is a functor that runs a single step of metropolis hastings on a model.

This class is a subclass of the abstract class Abstract_mh_step. It implements the get_log_target and get_proposer member functions in the obvious way: it returns references to private members of the correct types. These members are initialized from references received in the constructor.

Member Typedef Documentation

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

typedef Abstract_mh_step<Model, Proposer_type> Basic_mh_step< Model, Proposer_type >::Parent

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

typedef Proposer_type Basic_mh_step< Model, Proposer_type >::Proposer

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

typedef Parent::Target_distribution Basic_mh_step< Model, Proposer_type >::Target_distribution

Constructor & Destructor Documentation

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

Basic_mh_step< Model, Proposer_type >::Basic_mh_step ( const Target_distribution &  log_target, const Proposer_type &  proposer  )

inline

Initializes target and proposer functors (or functions) to the given arguments.

Parameters

log_target	Target_distribution object used to initialize internal target distribution used in operator().
proposer	Proposer_type object used to initialize internal proposer used in operator().

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

virtual Basic_mh_step< Model, Proposer_type >::~Basic_mh_step ( )

inlinevirtual

Initializes target and proposer functors (or functions) to the given arguments.

Parameters

log_target	Target_distribution object used to initialize internal target distribution used in operator().
proposer	Proposer_type object used to initialize internal proposer used in operator().
default_model	If Model is not default-constructible, you need to provide a model to initialize new models. Copy-constructor

Member Function Documentation

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

Proposer_type& Basic_mh_step< Model, Proposer_type >::get_proposer_ ( )

inlineprotected

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

virtual double Basic_mh_step< Model, Proposer_type >::get_temperature ( ) const

inlinevirtual

Reimplemented from Abstract_mh_step< Model, Proposer_type >.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

virtual double Basic_mh_step< Model, Proposer_type >::l_target ( const Model &  m ) const

inlinevirtual

Evaluate the log-target distribution for the given model.

Implements Abstract_mh_step< Model, Proposer_type >.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

virtual Mh_proposal_result Basic_mh_step< Model, Proposer_type >::propose ( const Model &  m, Model &  m_p  ) const

inlinevirtual

Assignment.

Propose a new model

Implements Abstract_mh_step< Model, Proposer_type >.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

void Basic_mh_step< Model, Proposer_type >::record_extra ( bool  enable )

inline

Set to true if the step should store intermediate values and return them in the Step_log. Useful for debugging, but incurs a small performance penalty.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

virtual bool Basic_mh_step< Model, Proposer_type >::record_extra ( ) const

inlineprotectedvirtual

returns true if the step should store intermediate values and return them in the Step_log. Useful for debugging, but incurs a small performance penalty.

Reimplemented from Abstract_mh_step< Model, Proposer_type >.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

void Basic_mh_step< Model, Proposer_type >::set_target ( const Target_distribution &  target )

inline

Set the log-target distribution. Generally it's preferred to set this in the constructor, but this is occasionally useful when implementing copy constructor that needs to copy everything except the target, which you'll set yourself. This comes up when you're doing fancy stuff with the target distribution, like introducing coupling with other objects, and you need to maintain correct references, which the default copy constructor won't let you do.

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

void Basic_mh_step< Model, Proposer_type >::set_temperature ( double  T )

inline

Set annealing temperature. Increases acceptance rate; proposal distribution is unaffected

Member Data Documentation

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

Target_distribution Basic_mh_step< Model, Proposer_type >::m_log_target

protected

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

Proposer_type Basic_mh_step< Model, Proposer_type >::m_proposer

protected

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

bool Basic_mh_step< Model, Proposer_type >::m_record_extra

protected

template<typename Model, typename Proposer_type = typename Mh_model_proposer<Model>::Type>

double Basic_mh_step< Model, Proposer_type >::m_temperature

protected

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

• /work/kobus/src/lib/sample_cpp/sample_step.h