Detailed Description

Proposal density intended for Monte Carlo methods.

This proposal simply samples from a given density. When combined with a kernel that always accepts, this allows building Monte Carlo methods in the MCMC framework.

Definition at line 9 of file MCSampleProposal.h.

Public Member Functions
	MCSampleProposal (boost::property_tree::ptree const &pt, std::shared_ptr< AbstractSamplingProblem > prob, std::shared_ptr< Distribution > dist)

std::shared_ptr< SamplingState >	Sample (std::shared_ptr< SamplingState > const &currentState) override

double	LogDensity (std::shared_ptr< SamplingState > const &currState, std::shared_ptr< SamplingState > const &propState) override

Constructor & Destructor Documentation

◆ MCSampleProposal()

MCSampleProposal::MCSampleProposal	(	boost::property_tree::ptree const &	pt,
		std::shared_ptr< AbstractSamplingProblem >	prob,
		std::shared_ptr< Distribution >	dist
	)

inline

Definition at line 11 of file MCSampleProposal.h.

Member Function Documentation

◆ LogDensity()

double MCSampleProposal::LogDensity	(	std::shared_ptr< SamplingState > const &	currState,
		std::shared_ptr< SamplingState > const &	propState
	)

inlineoverride

Definition at line 23 of file MCSampleProposal.h.

◆ Sample()

std::shared_ptr<SamplingState> MCSampleProposal::Sample ( std::shared_ptr< SamplingState > const & currentState )

inlineoverride

Definition at line 19 of file MCSampleProposal.h.

References dist.

Member Data Documentation

◆ dist

std::shared_ptr<Distribution> MCSampleProposal::dist

private

Definition at line 30 of file MCSampleProposal.h.

Referenced by Sample().

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

doxygen_prep/examples/SamplingAlgorithms/MC/Example1_Gaussian/MCSampleProposal.h