neal_ZDNAM.hpp

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

class Neal3ZDNAM : public Sampler {
private:
  // ========== Random Number Generation ==========

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

  void step_1_observation(int index);

  int sample_from_log_probs(const std::vector<double> &log_probs);

  std::vector<double>
  compute_zdnam_probabilities(const std::vector<double> &log_probs,
                              int current_k);

  int sample_from_log_probs_zdnam(const std::vector<double> &log_probs,
                                  int current_k);
 
public:
  // ========== Constructor ==========

  Neal3ZDNAM(Data &d, Likelihood &l, Process &pr)
      : Sampler(d, l, pr), gen(rd()) {};
 
  // ========== MCMC Interface ==========

  void step() override;
};