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Generic_adaptive_mh_step< Model > Class Template Reference

#include <sample_adaptive_mh.h>

Inheritance diagram for Generic_adaptive_mh_step< Model >:
Simple_adaptive_mh_step< kjb::Vector >

Public Types

typedef Model_evaluator< Model >
::Type 
Target_distribution
 
typedef Base_step::Proposer Proposer
 
- Public Types inherited from Simple_adaptive_mh_step< kjb::Vector >
typedef
Base_step::Target_distribution 
Target_distribution
 
typedef Mv_gaussian_proposer
< kjb::Vector
Proposer
 

Public Member Functions

 Generic_adaptive_mh_step (const To_vector &to_vector, const From_vector &from_vector, const Target_distribution &target, const kjb::Matrix &initial_covariance, double goal_accept_rate)
 
 Generic_adaptive_mh_step (const Generic_adaptive_mh_step &other)
 
Step_log< Model > operator() (Model &in, double lt_m)
 
- Public Member Functions inherited from Simple_adaptive_mh_step< kjb::Vector >
 Simple_adaptive_mh_step (const Target_distribution &target, const kjb::Matrix &initial_covariance, double goal_accept_rate)
 
void set_temperature (double t)
 
void set_inverse_learning_rate (double C, double alpha)
 
void set_constant_learning_rate (double gamma, size_t change_point=0)
 
Step_log< kjb::Vectoroperator() (kjb::Vector &in, double lt_m)
 
const kjb::Matrixget_cholesky_covariance () const
 
double get_global_scale () const
 
virtual void adapt (double accept_prob, const kjb::Vector &previous_state, const kjb::Vector &proposed_state, const kjb::Vector &accepted_state)
 
void set_post_callback (const boost::function1< void, const Self & > &cb)
 
double get_current_gamma () const
 returns the current learning rate (for debugging) More...
 
double get_log_lambda () const
 returns the log of the current scaling lambda More...
 

Additional Inherited Members

- Protected Member Functions inherited from Simple_adaptive_mh_step< kjb::Vector >
void set_target (const Target_distribution &t)
 

Member Typedef Documentation

template<class Model >
typedef Base_step::Proposer Generic_adaptive_mh_step< Model >::Proposer
template<class Model >
typedef Model_evaluator<Model>::Type Generic_adaptive_mh_step< Model >::Target_distribution

Constructor & Destructor Documentation

template<class Model >
Generic_adaptive_mh_step< Model >::Generic_adaptive_mh_step ( const To_vector &  to_vector,
const From_vector &  from_vector,
const Target_distribution target,
const kjb::Matrix initial_covariance,
double  goal_accept_rate 
)
inline
template<class Model >
Generic_adaptive_mh_step< Model >::Generic_adaptive_mh_step ( const Generic_adaptive_mh_step< Model > &  other)
inline

Copy constructor. This ensures that the new base step's target distribution links to this new object's target_wrapper, not the original object's

Member Function Documentation

template<class Model >
Step_log<Model> Generic_adaptive_mh_step< Model >::operator() ( Model &  in,
double  lt_m 
)
inline

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