Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Euclidean disintegration and adative dense metric and adaptive step size. More...

#include <adapt_dense_e_static_hmc.hpp>

Inheritance diagram for stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >:

Public Member Functions
	adapt_dense_e_static_hmc (const Model &model, BaseRNG &rng)

	~adapt_dense_e_static_hmc ()

sample	transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	disengage_adaptation ()

Public Member Functions inherited from stan::mcmc::dense_e_static_hmc< Model, BaseRNG >
	dense_e_static_hmc (const Model &model, BaseRNG &rng)

Public Member Functions inherited from stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
	base_static_hmc (const Model &model, BaseRNG &rng)

	~base_static_hmc ()

sample	transition (sample &init_sample, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	get_sampler_param_names (std::vector< std::string > &names)

void	get_sampler_params (std::vector< double > &values)

void	set_nominal_stepsize_and_T (const double e, const double t)

void	set_nominal_stepsize_and_L (const double e, const int l)

void	set_T (const double t)

void	set_nominal_stepsize (const double e)

double	get_T ()

int	get_L ()

Public Member Functions inherited from stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
	base_hmc (const Model &model, BaseRNG &rng)

void	write_sampler_state (interface_callbacks::writer::base_writer &writer)

void	get_sampler_diagnostic_names (std::vector< std::string > &model_names, std::vector< std::string > &names)

void	get_sampler_diagnostics (std::vector< double > &values)

void	seed (const Eigen::VectorXd &q)

void	init_hamiltonian (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

void	init_stepsize (interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)

dense_e_metric< Model, BaseRNG >::PointType &	z ()

double	get_nominal_stepsize ()

double	get_current_stepsize ()

virtual void	set_stepsize_jitter (double j)

double	get_stepsize_jitter ()

void	sample_stepsize ()

Public Member Functions inherited from stan::mcmc::base_mcmc
	base_mcmc ()

virtual	~base_mcmc ()

Public Member Functions inherited from stan::mcmc::stepsize_covar_adapter
	stepsize_covar_adapter (int n)

stepsize_adaptation &	get_stepsize_adaptation ()

covar_adaptation &	get_covar_adaptation ()

void	set_window_params (unsigned int num_warmup, unsigned int init_buffer, unsigned int term_buffer, unsigned int base_window, interface_callbacks::writer::base_writer &writer)

Public Member Functions inherited from stan::mcmc::base_adapter
	base_adapter ()

virtual void	engage_adaptation ()

bool	adapting ()

Additional Inherited Members
Protected Member Functions inherited from stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
void	update_L_ ()

Protected Attributes inherited from stan::mcmc::base_static_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
double	T_

int	L_

double	energy_

Protected Attributes inherited from stan::mcmc::base_hmc< Model, dense_e_metric, expl_leapfrog, BaseRNG >
dense_e_metric< Model, BaseRNG >::PointType	z_

expl_leapfrog< dense_e_metric< Model, BaseRNG > >	integrator_

dense_e_metric< Model, BaseRNG >	hamiltonian_

BaseRNG &	rand_int_

boost::uniform_01< BaseRNG &>	rand_uniform_

double	nom_epsilon_

double	epsilon_

double	epsilon_jitter_

Protected Attributes inherited from stan::mcmc::stepsize_covar_adapter
stepsize_adaptation	stepsize_adaptation_

covar_adaptation	covar_adaptation_

Protected Attributes inherited from stan::mcmc::base_adapter
bool	adapt_flag_

Detailed Description

template<class Model, class BaseRNG>
class stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >

Hamiltonian Monte Carlo implementation using the endpoint of trajectories with a static integration time with a Gaussian-Euclidean disintegration and adative dense metric and adaptive step size.

Definition at line 17 of file adapt_dense_e_static_hmc.hpp.

Constructor & Destructor Documentation

§ adapt_dense_e_static_hmc()

template<class Model , class BaseRNG >

stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >::adapt_dense_e_static_hmc	(	const Model &	model,
		BaseRNG &	rng
	)

inline

Definition at line 20 of file adapt_dense_e_static_hmc.hpp.

§ ~adapt_dense_e_static_hmc()

template<class Model , class BaseRNG >

stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >::~adapt_dense_e_static_hmc ( )

inline

Definition at line 24 of file adapt_dense_e_static_hmc.hpp.

Member Function Documentation

§ disengage_adaptation()

template<class Model , class BaseRNG >

void stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >::disengage_adaptation ( )

inlinevirtual

Reimplemented from stan::mcmc::base_adapter.

Definition at line 54 of file adapt_dense_e_static_hmc.hpp.

§ transition()

template<class Model , class BaseRNG >

sample stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >::transition	(	sample &	init_sample,
		interface_callbacks::writer::base_writer &	info_writer,
		interface_callbacks::writer::base_writer &	error_writer
	)

inlinevirtual

Implements stan::mcmc::base_mcmc.

Definition at line 27 of file adapt_dense_e_static_hmc.hpp.

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

src/stan/mcmc/hmc/static/adapt_dense_e_static_hmc.hpp

Public Member Functions

Additional Inherited Members

Detailed Description

template<class Model, class BaseRNG> class stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >

Constructor & Destructor Documentation

§ adapt_dense_e_static_hmc()

§ ~adapt_dense_e_static_hmc()

Member Function Documentation

§ disengage_adaptation()

§ transition()

template<class Model, class BaseRNG>
class stan::mcmc::adapt_dense_e_static_hmc< Model, BaseRNG >