BIE::TemperedSimulation Class Reference

Implements Tempered Transitions MCMC method proposed by Radford Neal. More...

#include <TemperedSimulation.h>

Inheritance diagram for BIE::TemperedSimulation:

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Collaboration diagram for BIE::TemperedSimulation:

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List of all members.

Public Member Functions
virtual	~TemperedSimulation ()
	Destructor.
virtual void	Reinitialize (MHWidth *width, MixturePrior *mp)
	Reinitialize with new class instances.
void	SetNinter (int N)
	Set/change the number of interations per temperature level.
	TemperedSimulation (int max, int ndim, int minmc_p, double maxT, MHWidth *width, BaseDataTree *d, Model *m, Integration *i, Converge *c, MixturePrior *mp, LikelihoodComputation *l, MCAlgorithm *mca)
	Constructor.
	TemperedSimulation (int max, int ndim, int minmc_p, double maxT, MHWidth *width, BaseDataTree *d, Model *m, Integration *i, Converge *c, MixturePrior *mp, LikelihoodComputation *l, MCAlgorithm *mca, Simulation *last)
	Multiple-level constructor.
	TemperedSimulation ()
	Null constructor.
Members which report and diagnose current state
virtual void	PrintStepDiagnostic ()
	override of Simulation method to provide diagnostics specific to temperedsimulation
int	GetAcceptance (void)
	Number of states at base temperature level sampled so far.
int	GetSwap (void)
	Number of tempered transitions accepted so far.
void	GetLastCycle (double &u, double &d)
	Return partition function from heating and cooling transitions.
virtual void	PrintStateDiagnostic ()
	override of Simulation method to provide state specific diagnostics.
vector< double >	GetMixstat (void)
	Return vector with fraction of acceptencies at each level of tempered states chain.
Static Public Attributes
Global variables
static int	Ninter
	Number of mixing steps between tempering (default 20).
static bool	use_tempering
	Use tempered states transition MCMC (default true).
static double	tpow
	Scale factor $T^{tpow}$ for proposal function.
static int	minmc
	Minimum number of temperature states.
static int	ITMAX
	Maximum number of tries to find a good initial state at a new level.
Protected Member Functions
virtual void	MCMethod ()
	Execute the Markov Chain algorithm.
void	compute_proposal_state (int k)
	Compute a proposal for the kth chain.
Protected Attributes
Uniform *	unit
	Unit interval variates.
double	MaxT
	Config parameters.
MHWidth *	width
vector< double >	beta
	State variables.
vector< double >	factor
vector< int >	mstat0
vector< int >	mstat1
int	Ntot
int	accnum
	Convergence check.
int	swapnum
double	up
double	down
double	upM
double	downM
int	updownNum
Friends
class	boost::serialization::access

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Detailed Description

Implements Tempered Transitions MCMC method proposed by Radford Neal.

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Constructor & Destructor Documentation

BIE::TemperedSimulation::TemperedSimulation	(	int	max,
		int	ndim,
		int	minmc_p,
		double	maxT,
		MHWidth *	width,
		BaseDataTree *	d,
		Model *	m,
		Integration *	i,
		Converge *	c,
		MixturePrior *	mp,
		LikelihoodComputation *	l,
		MCAlgorithm *	mca
	)

Constructor.

Initial constructor

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Member Function Documentation

virtual void BIE::TemperedSimulation::PrintStateDiagnostic

(

)

[virtual]

override of Simulation method to provide state specific diagnostics.

Here, the method provides mixing statistics.

Reimplemented from BIE::Simulation.

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

• /home/weinberg/src/BIE/include/TemperedSimulation.h