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NGGP.hpp
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1
6
7#pragma once
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21class NGGP : public Process {
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23private:
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30 double U = 1;
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33 double tau = params.tau;
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45 void update_U();
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53 double log_conditional_density_V(double v) const;
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63 std::random_device rd;
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66 mutable std::mt19937 gen;
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77 static constexpr double proposal_std = 0.5;
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88 const double a_over_sigma = params.a / params.sigma;
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91 const double tau_power_sigma = std::pow(params.tau, params.sigma);
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101 int accepted_U = 0;
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104
105public:
113 NGGP(Data &d, Params &p) : Process(d, p), gen(rd()) {};
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119
132 [[nodiscard]] double
133 gibbs_prior_existing_cluster(int cls_idx, int obs_idx = 0) const override;
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142 [[nodiscard]] Eigen::VectorXd gibbs_prior_existing_clusters(int obs_idx) const override;
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153 [[nodiscard]] double gibbs_prior_new_cluster() const override;
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172 [[nodiscard]] double prior_ratio_split(int ci, int cj) const override;
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184 [[nodiscard]] double prior_ratio_merge(int size_old_ci,
185 int size_old_cj) const override;
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199 [[nodiscard]] double prior_ratio_shuffle(int size_old_ci, int size_old_cj,
200 int ci, int cj) const override;
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212 void update_params() override { update_U(); };
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225 double get_U() const { return U; }
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231 int get_accepted_U() const { return accepted_U; }
232
234};
Abstract interface for Bayesian nonparametric processes.
Manages distance matrices and cluster allocations for points.
Definition Data.hpp:26
int get_accepted_U() const
Gets the number of accepted U updates for monitoring convergence.
Definition NGGP.hpp:231
double get_U() const
Gets the current value of the latent variable U.
Definition NGGP.hpp:225
NGGP(Data &d, Params &p)
Constructor for the Normalized Generalized Gamma Process.
Definition NGGP.hpp:113
double prior_ratio_split(int ci, int cj) const override
Computes the prior ratio for a split operation in an NGGP-based split-merge MCMC algorithm.
Definition NGGP.cpp:72
double gibbs_prior_new_cluster() const override
Computes the log prior probability of assigning a data point to a new cluster.
Definition NGGP.cpp:59
void update_params() override
Updates the NGGP parameters by updating the latent variable U.
Definition NGGP.hpp:212
double prior_ratio_merge(int size_old_ci, int size_old_cj) const override
Computes the prior ratio for a merge operation in an NGGP-based split-merge MCMC algorithm.
Definition NGGP.cpp:97
double gibbs_prior_existing_cluster(int cls_idx, int obs_idx=0) const override
Computes the log prior probability of assigning a data point to an existing cluster.
Definition NGGP.cpp:16
double prior_ratio_shuffle(int size_old_ci, int size_old_cj, int ci, int cj) const override
Computes the prior ratio for a shuffle operation in an NGGP-based split-merge MCMC algorithm.
Definition NGGP.cpp:120
Eigen::VectorXd gibbs_prior_existing_clusters(int obs_idx) const override
Computes the log prior probabilities of assigning a data point to every existing cluster....
Definition NGGP.cpp:34
Process(Data &d, Params &p)
Constructor initializing process with data and parameters.
Definition Process.hpp:75
Params & params
Reference to the parameters object containing process hyperparameters.
Definition Process.hpp:49
Structure containing all parameters needed for the NGGP (Normalized Generalized Gamma Process) and DP...
Definition Params.hpp:35