neal.hpp

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#pragma once
 
#include "../utils/Sampler.hpp"
#include <vector>

class Neal3 : public Sampler {
private:
    // ========== Random Number Generation ==========

    mutable std::mt19937 gen;
 
    // ========== Core Algorithm Methods ==========

    void step_1_observation(int index);

    int sample_from_log_probs(int num_clusters);
 
    // Pre-allocated buffers to avoid repeated allocations
    std::vector<int> indices;
    std::vector<double> log_likelihoods;
    std::vector<double> weights;
    int n_data;
 
public:
    // ========== Constructor ==========

    Neal3(Data &d, Params &p, Likelihood &l, Process &pr) : Sampler(d, p, l, pr), gen(rd()), n_data(d.get_n()) {
        // Pre-allocate to max size (all points in separate clusters + 1 new cluster)
        log_likelihoods.reserve(n_data + 1);
        weights.reserve(n_data + 1);
 
        indices.resize(n_data);
        std::iota(indices.begin(), indices.end(), 0);
    }
 
    // ========== MCMC Interface ==========

    void step() override;
};