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, Likelihood &l, Process &pr)
      : Sampler(d, 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;
};