BNPClust/RWMH_8hpp_source.html

#pragma once


#include "U_sampler.hpp"


class RWMH : public U_sampler {


private:

  double proposal_sd = 1.0;


  bool accept = false;


  bool use_V = false;


  bool tuning_enabled = false;


  void sampling_U();


  void sampling_V();


  void Robbins_Monro_tuning();


public:


  RWMH(NGGP_params &p, Data &d, bool use_V = false, double prop_sd = 1,

       bool tuning = false)

      : U_sampler(p, d), use_V(use_V), proposal_sd(prop_sd),

        tuning_enabled(tuning) {};


  void update_U() override;

};


U_sampler.hpp
Base class for sampling the latent variable U in NGGP mixture models.

Data
Manages distance matrices and cluster allocations for points.
Definition Data.hpp:26

RWMH::sampling_V
void sampling_V()
Performs one RWMH update step for V = log(U).
Definition RWMH.cpp:62

RWMH::update_U
void update_U() override
Updates the latent variable U using Random Walk Metropolis-Hastings.
Definition RWMH.cpp:9

RWMH::RWMH
RWMH(NGGP_params &p, Data &d, bool use_V=false, double prop_sd=1, bool tuning=false)
Constructor for the RWMH sampler.
Definition RWMH.hpp:142

RWMH::use_V
bool use_V
Flag to use V = log(U) scale for sampling instead of U directly.
Definition RWMH.hpp:44

RWMH::Robbins_Monro_tuning
void Robbins_Monro_tuning()
Performs Robbins-Monro adaptive tuning of the proposal standard deviation.
Definition RWMH.cpp:87

RWMH::tuning_enabled
bool tuning_enabled
Flag to enable/disable Robbins-Monro automatic tuning.
Definition RWMH.hpp:47

RWMH::proposal_sd
double proposal_sd
Standard deviation for the Gaussian proposal distribution.
Definition RWMH.hpp:38

RWMH::accept
bool accept
Flag indicating whether the last proposal was accepted.
Definition RWMH.hpp:41

RWMH::sampling_U
void sampling_U()
Performs one RWMH update step for U on the original scale.
Definition RWMH.cpp:25

U_sampler::U_sampler
U_sampler(NGGP_params &p, Data &d)
Constructor for the U_sampler class.
Definition U_sampler.hpp:154

NGGP_params
Struct for storing parameters of the NGGP (Normalized Generalized Gamma Process).
Definition NGGP-params.hpp:28