MCMCChain< _HYP > Class Template Reference

#include <MCMCChain.h>

Collaboration diagram for MCMCChain< _HYP >:

Public Types
using	HYP = _HYP

Public Member Functions
	MCMCChain (HYP &h0, typename HYP::data_t *d)
	MCMCChain (HYP &&h0, typename HYP::data_t *d)
	MCMCChain (const MCMCChain &m)
	MCMCChain (MCMCChain &&m)
virtual	~MCMCChain ()
void	set_data (typename HYP::data_t *d, bool recompute_posterior=true)
	Set this data. More...
HYP &	getCurrent ()
const HYP &	getCurrent () const
void	runOnCurrent ()
const HYP &	getMax ()
void	restart ()
virtual bool	check (HYP &p)
	This allows us to overwrite/enforce stuff about proposals in subclasses of MCMCChain. More...
generator< HYP & >	run (Control ctl)
	Run MCMC according to the control parameters passed in. NOTE: ctl cannot be passed by reference. More...
void	run ()
double	acceptance_ratio ()
double	at_temperature (double t)

Public Attributes
HYP	current
OrderedLock	current_mutex
HYP::data_t *	data
double	maxval
unsigned long	samples
unsigned long	proposals
unsigned long	acceptances
unsigned long	steps_since_improvement
std::atomic< double >	temperature
FiniteHistory< bool >	history

Detailed Description

template<typename _HYP>
class MCMCChain< _HYP >

Author

Steven Piantadosi

Date

25/10/21

Member Typedef Documentation

HYP

template<typename _HYP>

using MCMCChain< _HYP >::HYP = _HYP

Constructor & Destructor Documentation

MCMCChain() [1/4]

template<typename _HYP>

MCMCChain< _HYP >::MCMCChain ( HYP &  h0, typename HYP::data_t *  d  )

inline

MCMCChain() [2/4]

template<typename _HYP>

MCMCChain< _HYP >::MCMCChain ( HYP &&  h0, typename HYP::data_t *  d  )

inline

MCMCChain() [3/4]

template<typename _HYP>

MCMCChain< _HYP >::MCMCChain ( const MCMCChain< _HYP > &  m )

inline

MCMCChain() [4/4]

template<typename _HYP>

MCMCChain< _HYP >::MCMCChain ( MCMCChain< _HYP > &&  m )

inline

~MCMCChain()

template<typename _HYP>

virtual MCMCChain< _HYP >::~MCMCChain ( )

inlinevirtual

Member Function Documentation

acceptance_ratio()

template<typename _HYP>

double MCMCChain< _HYP >::acceptance_ratio ( )

inline

Get my acceptance ratio

Returns

at_temperature()

template<typename _HYP>

double MCMCChain< _HYP >::at_temperature ( double  t )

inline

Return my current posterior at a given temperature t

Parameters

t

Returns

check()

template<typename _HYP>

virtual bool MCMCChain< _HYP >::check ( HYP &  p )

inlinevirtual

This allows us to overwrite/enforce stuff about proposals in subclasses of MCMCChain.

Parameters

p

Returns

Reimplemented in ConstrainedMCMC< HYP >.

getCurrent() [1/2]

template<typename _HYP>

HYP& MCMCChain< _HYP >::getCurrent ( )

inline

get a reference to the current value

Returns

getCurrent() [2/2]

template<typename _HYP>

const HYP& MCMCChain< _HYP >::getCurrent ( ) const

inline

get a reference to the current value

Returns

getMax()

template<typename _HYP>

const HYP& MCMCChain< _HYP >::getMax ( )

inline

restart()

template<typename _HYP>

void MCMCChain< _HYP >::restart ( )

inline

run() [1/2]

template<typename _HYP>

generator<HYP&> MCMCChain< _HYP >::run ( Control  ctl )

inline

Run MCMC according to the control parameters passed in. NOTE: ctl cannot be passed by reference.

Parameters

ctl

run() [2/2]

template<typename _HYP>

void MCMCChain< _HYP >::run ( )

inline

Run forever

runOnCurrent()

template<typename _HYP>

void MCMCChain< _HYP >::runOnCurrent ( )

inline

This is called by the constructor to compute the posterior. NOTE it does not callback

set_data()

template<typename _HYP>

void MCMCChain< _HYP >::set_data ( typename HYP::data_t *  d, bool  recompute_posterior = true  )

inline

Set this data.

Parameters

d	- what data to set
recompute_posterior	- should I recompute the posterior on current?

Member Data Documentation

acceptances

template<typename _HYP>

unsigned long MCMCChain< _HYP >::acceptances

current

template<typename _HYP>

HYP MCMCChain< _HYP >::current

current_mutex

template<typename _HYP>

OrderedLock MCMCChain< _HYP >::current_mutex

mutable

data

template<typename _HYP>

HYP::data_t* MCMCChain< _HYP >::data

history

template<typename _HYP>

FiniteHistory<bool> MCMCChain< _HYP >::history

maxval

template<typename _HYP>

double MCMCChain< _HYP >::maxval

proposals

template<typename _HYP>

unsigned long MCMCChain< _HYP >::proposals

samples

template<typename _HYP>

unsigned long MCMCChain< _HYP >::samples

steps_since_improvement

template<typename _HYP>

unsigned long MCMCChain< _HYP >::steps_since_improvement

temperature

template<typename _HYP>

std::atomic<double> MCMCChain< _HYP >::temperature

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

• src/Inference/MCMC/MCMCChain.h