9 namespace SamplingAlgorithms {
25 MHKernel(boost::property_tree::ptree
const& pt,
26 std::shared_ptr<AbstractSamplingProblem>
problem);
28 MHKernel(boost::property_tree::ptree
const& pt,
29 std::shared_ptr<AbstractSamplingProblem>
problem,
30 std::shared_ptr<MCMCProposal> proposalIn);
36 virtual void PostStep(
unsigned int const t, std::vector<std::shared_ptr<SamplingState>>
const& state)
override;
38 virtual std::vector<std::shared_ptr<SamplingState>>
Step(
unsigned int const t, std::shared_ptr<SamplingState> prevState)
override;
40 virtual void PrintStatus(std::string prefix)
const override;
An implementation of the standard Metropolis-Hastings transition kernel.
MHKernel(boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem)
std::shared_ptr< MCMCProposal > proposal
virtual double AcceptanceRate() const
virtual void SetBlockInd(int newBlockInd) override
MHKernel(boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > problem, std::shared_ptr< MCMCProposal > proposalIn)
virtual std::vector< std::shared_ptr< SamplingState > > Step(unsigned int const t, std::shared_ptr< SamplingState > prevState) override
virtual std::shared_ptr< MCMCProposal > Proposal()
virtual void PostStep(unsigned int const t, std::vector< std::shared_ptr< SamplingState >> const &state) override
Allow the kernel to adapt given a new state.
virtual ~MHKernel()=default
Defines the transition kernel used by an MCMC algorithm.
std::shared_ptr< AbstractSamplingProblem > problem
The sampling problem that evaluates/samples the target distribution.
virtual void PrintStatus() const