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splitmerge_SAMS.hpp
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1
13
14#pragma once
15
16#include "../utils/Sampler.hpp"
17
47class SplitMerge_SAMS : public Sampler {
48private:
49 // ========== Random Number Generation ==========
50
52 mutable std::mt19937 gen;
53
54 // ========== Move Selection Variables ==========
55
57 int idx_i;
58
60 int idx_j;
61
63 int ci;
64
66 int cj;
67
68 // ========== Algorithm Configuration ==========
69
71 bool shuffle_bool = false;
72
73 // ========== State Management ==========
74
76 Eigen::VectorXi launch_state;
77
79 Eigen::VectorXi S;
80
82 Eigen::VectorXi original_allocations;
83
84 // ========== Proposal Probabilities ==========
85
89
93
94 // ========== Debug variables ==========
98
99 // ========== Move Selection Methods ==========
100
107 void choose_indeces();
108
116
117 // ========== SAMS-Specific Proposal Generation ==========
118
133 void sequential_allocation(int iterations, bool only_probabilities = false,
134 bool sequential = true);
135
136 // ========== Split Move Implementation ==========
137
145 void split_move();
146
153 double compute_acceptance_ratio_split(double likelihood_old_cluster);
154
155 // ========== Merge Move Implementation ==========
156
163 void merge_move();
164
171 double compute_acceptance_ratio_merge(double likelihood_old_clusters);
172
173 // ========== Shuffle Move Implementation ==========
174
181 void shuffle();
182
191 double compute_acceptance_ratio_shuffle(double likelihood_old_clusters,
192 int old_ci_size, int old_cj_size);
193
194public:
195 // ========== Constructor ==========
196
210 : Sampler(d, l, pr), shuffle_bool(shuffle), gen(rd()) {};
211
212 // ========== MCMC Interface ==========
213
226 void step() override;
227
228 // ========== Accessor Methods ==========
233 int get_accepted_split() const { return accepted_split; };
234
239 int get_accepted_merge() const { return accepted_merge; };
240
245 int get_accepted_shuffle() const { return accepted_shuffle; };
246};
Abstract base class for MCMC sampling algorithms.
Manages distance matrices and cluster allocations for points.
Definition Data.hpp:26
Abstract base class for likelihood computation.
Definition Likelihood.hpp:26
Abstract base class for Bayesian nonparametric processes.
Definition Process.hpp:40
std::random_device rd
Random device for generating random numbers across sampling algorithms.
Definition Sampler.hpp:67
Sampler(Data &d, const Likelihood &l, Process &pr)
Constructor initializing sampler with required components.
Definition Sampler.hpp:89
int ci
Cluster assignment of first observation.
Definition splitmerge_SAMS.hpp:63
SplitMerge_SAMS(Data &d, Likelihood &l, Process &pr, bool shuffle)
Constructor for SAMS (Sequential Allocation Merge-Split) sampler.
Definition splitmerge_SAMS.hpp:209
void choose_clusters_shuffle()
Select clusters for shuffle move.
Definition splitmerge_SAMS.cpp:331
void step() override
Perform one iteration of the SAMS algorithm.
Definition splitmerge_SAMS.cpp:383
void sequential_allocation(int iterations, bool only_probabilities=false, bool sequential=true)
Generate proposal state via sequential allocation.
Definition splitmerge_SAMS.cpp:93
Eigen::VectorXi launch_state
Launch state for sequential allocation.
Definition splitmerge_SAMS.hpp:76
int accepted_merge
Definition splitmerge_SAMS.hpp:96
void split_move()
Execute a split move using SAMS.
Definition splitmerge_SAMS.cpp:214
double log_split_gibbs_prob
Log probability of generating current state via sequential allocation (split direction).
Definition splitmerge_SAMS.hpp:88
int get_accepted_shuffle() const
Get number of accepted shuffle moves for diagnostics.
Definition splitmerge_SAMS.hpp:245
int accepted_shuffle
Definition splitmerge_SAMS.hpp:97
void merge_move()
Execute a merge move using SAMS.
Definition splitmerge_SAMS.cpp:180
bool shuffle_bool
Flag to enable shuffle moves (Mena and Martinez, 2014).
Definition splitmerge_SAMS.hpp:71
void choose_indeces()
Randomly select two observations for split-merge proposal.
Definition splitmerge_SAMS.cpp:16
double compute_acceptance_ratio_merge(double likelihood_old_clusters)
Compute acceptance ratio for SAMS merge move.
Definition splitmerge_SAMS.cpp:159
double log_merge_gibbs_prob
Log probability of generating current state via sequential allocation (merge direction).
Definition splitmerge_SAMS.hpp:92
int idx_i
Index of first randomly chosen observation.
Definition splitmerge_SAMS.hpp:57
double compute_acceptance_ratio_shuffle(double likelihood_old_clusters, int old_ci_size, int old_cj_size)
Compute acceptance ratio for SAMS shuffle move.
Definition splitmerge_SAMS.cpp:310
Eigen::VectorXi S
Indices of observations in clusters ci and cj.
Definition splitmerge_SAMS.hpp:79
std::mt19937 gen
Mersenne Twister random number generator for sampling operations.
Definition splitmerge_SAMS.hpp:52
Eigen::VectorXi original_allocations
Original cluster assignments before move proposal.
Definition splitmerge_SAMS.hpp:82
int get_accepted_split() const
Get number of accepted split moves for diagnostics.
Definition splitmerge_SAMS.hpp:233
double compute_acceptance_ratio_split(double likelihood_old_cluster)
Compute acceptance ratio for SAMS split move.
Definition splitmerge_SAMS.cpp:252
int cj
Cluster assignment of second observation.
Definition splitmerge_SAMS.hpp:66
int get_accepted_merge() const
Get number of accepted merge moves for diagnostics.
Definition splitmerge_SAMS.hpp:239
void shuffle()
Execute a shuffle move using SAMS.
Definition splitmerge_SAMS.cpp:273
int idx_j
Index of second randomly chosen observation.
Definition splitmerge_SAMS.hpp:60
int accepted_split
Definition splitmerge_SAMS.hpp:95