MCMC Directory Reference

Directory dependency graph for MCMC:

Files
file	ChainPool.h [code]
	A ChainPool stores a bunch of MCMCChains and allows you to run them serially or in parallel. NOTE: When you use a ChainPool, the results will not be reproducible with seed because timing determines when you switch chains.
file	MCMCChain.h [code]
	This represents an MCMC hain on a hypothesis of type HYP. It uses HYP::propose and HYP::compute_posterior to implement MetropolicHastings.
file	ParallelTempering.h [code]
	This is a chain pool that runs multiple chains on a ladder of different temperatures and adjusts temperatures in order to balances swaps up and down the ladder (which makes it efficient). The adaptation scheme follows https://arxiv.org/abs/1501.05823 NOTE This starts two extra threads, one for adapting and one for swapping, but they mostly wait around.
file	PartitionMCMC.h [code]
	This takes a grammar and expands to a given depth, and then runs a separate MCMC chain in each partial subtree that is generated.
file	ShibbolethSampler.h [code]