The No-U-Turn sampler (NUTS) with multinomial sampling. More...

#include <base_nuts.hpp>

Inheritance diagram for stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >:

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

	~base_nuts ()

void	set_max_depth (int d)

void	set_max_delta (double d)

int	get_max_depth ()

double	get_max_delta ()

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)

virtual bool	compute_criterion (Eigen::VectorXd &p_sharp_minus, Eigen::VectorXd &p_sharp_plus, Eigen::VectorXd &rho)

bool	build_tree (int depth, ps_point &z_propose, Eigen::VectorXd &p_sharp_left, Eigen::VectorXd &p_sharp_right, Eigen::VectorXd &rho, double H0, double sign, int &n_leapfrog, double &log_sum_weight, double &sum_metro_prob, interface_callbacks::writer::base_writer &info_writer, interface_callbacks::writer::base_writer &error_writer)
	Recursively build a new subtree to completion or until the subtree becomes invalid. More...

Public Member Functions inherited from stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, 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)

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

virtual void	set_nominal_stepsize (double e)

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 Attributes
int	depth_

int	max_depth_

double	max_deltaH_

int	n_leapfrog_

bool	divergent_

double	energy_

Additional Inherited Members
Protected Attributes inherited from stan::mcmc::base_hmc< Model, Hamiltonian, Integrator, BaseRNG >
Hamiltonian< Model, BaseRNG >::PointType	z_

Integrator< Hamiltonian< Model, BaseRNG > >	integrator_

Hamiltonian< Model, BaseRNG >	hamiltonian_

BaseRNG &	rand_int_

boost::uniform_01< BaseRNG & >	rand_uniform_

double	nom_epsilon_

double	epsilon_

double	epsilon_jitter_

Detailed Description

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
class stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >

The No-U-Turn sampler (NUTS) with multinomial sampling.

Definition at line 22 of file base_nuts.hpp.

Constructor & Destructor Documentation

§ base_nuts()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::base_nuts	(	const Model &	model,
		BaseRNG &	rng
	)

inline

Definition at line 24 of file base_nuts.hpp.

§ ~base_nuts()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::~base_nuts ( )

inline

Definition at line 30 of file base_nuts.hpp.

Member Function Documentation

§ build_tree()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

bool stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::build_tree	(	int	depth,
		ps_point &	z_propose,
		Eigen::VectorXd &	p_sharp_left,
		Eigen::VectorXd &	p_sharp_right,
		Eigen::VectorXd &	rho,
		double	H0,
		double	sign,
		int &	n_leapfrog,
		double &	log_sum_weight,
		double &	sum_metro_prob,
		interface_callbacks::writer::base_writer &	info_writer,
		interface_callbacks::writer::base_writer &	error_writer
	)

inline

Recursively build a new subtree to completion or until the subtree becomes invalid.

Returns validity of the resulting subtree.

Parameters

depth	Depth of the desired subtree
z_propose	State proposed from subtree
p_sharp_left	p_sharp from left boundary of returned tree
p_sharp_right	p_sharp from the right boundary of returned tree
rho	Summed momentum across trajectory
H0	Hamiltonian of initial state
sign	Direction in time to built subtree
n_leapfrog	Summed number of leapfrog evaluations
log_sum_weight	Log of summed weights across trajectory
sum_metro_prob	Summed Metropolis probabilities across trajectory
info_writer	Stream for information messages
error_writer	Stream for error messages

Definition at line 179 of file base_nuts.hpp.

§ compute_criterion()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

virtual bool stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::compute_criterion	(	Eigen::VectorXd &	p_sharp_minus,
		Eigen::VectorXd &	p_sharp_plus,
		Eigen::VectorXd &	rho
	)

inlinevirtual

Definition at line 154 of file base_nuts.hpp.

§ get_max_delta()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::get_max_delta ( )

inline

Definition at line 42 of file base_nuts.hpp.

§ get_max_depth()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::get_max_depth ( )

inline

Definition at line 41 of file base_nuts.hpp.

§ get_sampler_param_names()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_param_names ( std::vector< std::string > & names )

inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 138 of file base_nuts.hpp.

§ get_sampler_params()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::get_sampler_params ( std::vector< double > & values )

inlinevirtual

Reimplemented from stan::mcmc::base_mcmc.

Definition at line 146 of file base_nuts.hpp.

§ set_max_delta()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::set_max_delta ( double d )

inline

Definition at line 37 of file base_nuts.hpp.

§ set_max_depth()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

void stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::set_max_depth ( int d )

inline

Definition at line 32 of file base_nuts.hpp.

§ transition()

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

sample stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, 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 45 of file base_nuts.hpp.

Member Data Documentation

§ depth_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::depth_

Definition at line 267 of file base_nuts.hpp.

§ divergent_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

bool stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::divergent_

Definition at line 272 of file base_nuts.hpp.

§ energy_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::energy_

Definition at line 273 of file base_nuts.hpp.

§ max_deltaH_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

double stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::max_deltaH_

Definition at line 269 of file base_nuts.hpp.

§ max_depth_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::max_depth_

Definition at line 268 of file base_nuts.hpp.

§ n_leapfrog_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>

int stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >::n_leapfrog_

Definition at line 271 of file base_nuts.hpp.

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

src/stan/mcmc/hmc/nuts/base_nuts.hpp

Public Member Functions

Public Attributes

Additional Inherited Members

Detailed Description

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG> class stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >

Constructor & Destructor Documentation

§ base_nuts()

§ ~base_nuts()

Member Function Documentation

§ build_tree()

§ compute_criterion()

§ get_max_delta()

§ get_max_depth()

§ get_sampler_param_names()

§ get_sampler_params()

§ set_max_delta()

§ set_max_depth()

§ transition()

Member Data Documentation

§ depth_

§ divergent_

§ energy_

§ max_deltaH_

§ max_depth_

§ n_leapfrog_

template<class Model, template< class, class > class Hamiltonian, template< class > class Integrator, class BaseRNG>
class stan::mcmc::base_nuts< Model, Hamiltonian, Integrator, BaseRNG >