Detailed Description

template<class vec_t = boost::numeric::ublas::vector<double>>
class o2scl::prob_cond_mdim_fixed_step< vec_t >

This conditional probability is most useful in providing a Metropolis-Hastings distribution with a fixed step size which properly handles a boundary. The Metropolis-Hastings step is accepted if $r \in [0,1]$ obeys

$r < \frac{P(x^{\prime})g(x|x^{\prime})} {P(x)g(x^{\prime}|x)}$

The function $g(x^{\prime}|x) = g(x^{\prime},x)/g(x)$ , and because of the fixed step size these probabilities are just proportional to the inverse allowed volume, i.e. $V(x)^{-1} V^{-1}(x^{\prime}) / V(x)^{-1} = V^{-1}(x^{\prime})$ . If $x^{\prime}$ is near a boundary then $V(x^{\prime})$ is decreased and the conditional probability increases accordingly. If the distance between $ x $ and $x^{\prime}$ is unreachable in a step, then the PDF is zero.

Note: This class is experimental.; Const functions are not thread-safe because the class contains an internal mutable random number generator object.

Definition at line 1586 of file prob_dens_func.h.

Public Member Functions
	prob_cond_mdim_fixed_step (const prob_cond_mdim_fixed_step &pcmfs)
	Copy constructor.

prob_cond_mdim_fixed_step &	operator= (const prob_cond_mdim_fixed_step &pcmfs)
	Copy constructor with operator=.

void	set_seed (unsigned long int s)
	Set the random number generator seed.

template<class = vec_t>
	prob_cond_mdim_fixed_step (vec_t &step, vec_t &low, vec_t &high)
	Create a conditional probability object with specified step sizes and limits.

virtual int	set (vec_t &step, vec_t &low, vec_t &high)
	Set step sizes and limits.

virtual size_t	dim () const
	The dimensionality.

virtual double	pdf (const vec_t &x_B, const vec_t &x_A) const
	The conditional probability of x_A given x_B, i.e. .

virtual double	log_pdf (const vec_t &x_B, const vec_t &x_A) const
	The log of the conditional probability of x_A given x_B i.e. $\log [P(A\|B)]$ .

virtual void	operator() (const vec_t &x_B, vec_t &x_A) const
	Sample the distribution.

Public Member Functions inherited from o2scl::prob_cond_mdim< boost::numeric::ublas::vector< double > >
virtual size_t	dim () const
	The dimensionality.

virtual double	pdf (const boost::numeric::ublas::vector< double > &x_B, const boost::numeric::ublas::vector< double > &x_A) const=0
	The conditional probability of x_A given x_B, i.e. .

virtual double	log_pdf (const boost::numeric::ublas::vector< double > &x_B, const boost::numeric::ublas::vector< double > &x_A) const=0
	The log of the conditional probability of x_A given x_B i.e. $\log [P(A\|B)]$ .

virtual void	operator() (const boost::numeric::ublas::vector< double > &x_B, boost::numeric::ublas::vector< double > &x_A) const=0
	Sample the distribution.

virtual double	log_metrop_hast (const boost::numeric::ublas::vector< double > &x, boost::numeric::ublas::vector< double > &x_prime) const
	Sample the distribution and return the log of the Metropolis-Hastings ratio. More...

Protected Member Functions
int	set_internal (size_t sz, vec_t &step, vec_t &low, vec_t &high)
	Internal set function. More...

Protected Attributes
std::vector< double >	u_step
	Step sizes.

std::vector< double >	u_low
	Lower limits.

std::vector< double >	u_high
	Upper limits.

rng_gsl	rg
	Internal random number generator.

Member Function Documentation

◆ set_internal()

template<class vec_t = boost::numeric::ublas::vector<double>>

int o2scl::prob_cond_mdim_fixed_step< vec_t >::set_internal	(	size_t	sz,
		vec_t &	step,
		vec_t &	low,
		vec_t &	high
	)

inlineprotected

Definition at line 1613 of file prob_dens_func.h.

The documentation for this class was generated from the following file:

/home/awsteiner/wcs/o2scl/src/other/prob_dens_func.h

Detailed Description

template<class vec_t = boost::numeric::ublas::vector<double>> class o2scl::prob_cond_mdim_fixed_step< vec_t >

Public Member Functions

Protected Member Functions

Protected Attributes

Member Function Documentation

◆ set_internal()

template<class vec_t = boost::numeric::ublas::vector<double>>
class o2scl::prob_cond_mdim_fixed_step< vec_t >