vmcmc::Proposal Class Reference

Base class for proposal functions (alias transition kernels) used by Metropolis-Hastings algorithms to propose a new point in the parameter space. More...

#include <proposal.hpp>

Inheritance diagram for vmcmc::Proposal:

Public Member Functions
virtual Proposal *	Clone () const =0
virtual double	Transition (const Vector &s1, Vector &s2)=0
	Propose a new state. More...
double	Transition (const Sample &s1, Sample &s2)
virtual void	UpdateParameterConfig (const ParameterConfig &)

Detailed Description

Base class for proposal functions (alias transition kernels) used by Metropolis-Hastings algorithms to propose a new point in the parameter space.

Member Function Documentation

virtual double vmcmc::Proposal::Transition ( const Vector &  s1, Vector &  s2  )

pure virtual

Propose a new state.

Parameters

[in]	s1	The original state to start from.
[out]	s2	The new proposed state.

Returns

The asymmetry ratio. (1.0 for symmetric proposal functions).

Implemented in vmcmc::ProposalDistribution< DistributionT >, vmcmc::ProposalDistribution< std::normal_distribution< double > >, and vmcmc::ProposalDistribution< std::student_t_distribution< double > >.

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

• vmcmc/proposal.hpp