neal_ZDNAM.hpp File Reference

Neal's Algorithm 3 with ZDNAM (Zero-self Downward Nested Antithetic Modification). More...

#include "../utils/Sampler.hpp"

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Classes
class	Neal3ZDNAM
	Neal's Algorithm 3 with ZDNAM for improved collapsed Gibbs sampling. More...

Detailed Description

Neal's Algorithm 3 with ZDNAM (Zero-self Downward Nested Antithetic Modification).

This file contains the implementation of Neal's Algorithm 3 enhanced with ZDNAM, which eliminates self-transitions to improve MCMC mixing. The ZDNAM modification is based on Neal's Algorithm 5 from "Modifying Gibbs Sampling to Avoid Self Transitions".

Author

Filippo Galli

Date

2025