ppl::mcmc::MomentumHandler< diag_var > Struct Reference

#include <momentum_handler.hpp>

Public Types
using	adapter_policy_t = diag_var
using	variance_t = Eigen::VectorXd

Public Member Functions
	MomentumHandler (size_t n_params)
template<class MatType , class GenType >
void	sample (Eigen::MatrixBase< MatType > &rho, GenType &gen)
template<class MatType >
double	kinetic (const Eigen::MatrixBase< MatType > &rho) const
template<class MatType >
auto	dkinetic_dr (const Eigen::MatrixBase< MatType > &rho) const
variance_t &	get_m_inverse ()
const variance_t &	get_m_inverse () const

Detailed Description

Diagonal variance with adaptation.

Member Typedef Documentation

adapter_policy_t

using ppl::mcmc::MomentumHandler< diag_var >::adapter_policy_t = diag_var

variance_t

using ppl::mcmc::MomentumHandler< diag_var >::variance_t = Eigen::VectorXd

Constructor & Destructor Documentation

MomentumHandler()

ppl::mcmc::MomentumHandler< diag_var >::MomentumHandler ( size_t  n_params )

inline

Member Function Documentation

dkinetic_dr()

template<class MatType >

auto ppl::mcmc::MomentumHandler< diag_var >::dkinetic_dr ( const Eigen::MatrixBase< MatType > &  rho ) const

inline

get_m_inverse() [1/2]

variance_t& ppl::mcmc::MomentumHandler< diag_var >::get_m_inverse ( )

inline

get_m_inverse() [2/2]

const variance_t& ppl::mcmc::MomentumHandler< diag_var >::get_m_inverse ( ) const

inline

kinetic()

template<class MatType >

double ppl::mcmc::MomentumHandler< diag_var >::kinetic ( const Eigen::MatrixBase< MatType > &  rho ) const

inline

Compute corresponding kinetic energy

sample()

template<class MatType , class GenType >

void ppl::mcmc::MomentumHandler< diag_var >::sample ( Eigen::MatrixBase< MatType > &  rho, GenType &  gen  )

inline

Sample from N(0, M) where M inverse ~ sample variance matrix

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

• include/autoppl/mcmc/hmc/momentum_handler.hpp