mc::proposals::Proposal< dim > Class Template Reference

Abstract proposal distribution interface. More...

#include <proposal.hpp>

Inheritance diagram for mc::proposals::Proposal< dim >:

Collaboration diagram for mc::proposals::Proposal< dim >:

Public Member Functions
virtual	~Proposal ()=default
	Virtual destructor for proper cleanup.
virtual mc::geom::Point< dim >	sample (std::mt19937 &rng) const =0
	Draw a random sample from the proposal distribution.
virtual double	pdf (const mc::geom::Point< dim > &x) const =0
	Evaluate the proposal probability density function.

Detailed Description

template<size_t dim>
class mc::proposals::Proposal< dim >

Abstract proposal distribution interface.

Template Parameters

dim	Dimensionality of the distribution

A proposal distribution q(x) is used in importance sampling to approximate the integrand or in MCMC to propose candidate moves. The efficiency of these algorithms depends on how well q(x) approximates the target.

Definition at line 28 of file proposal.hpp.

Constructor & Destructor Documentation

~Proposal()

template<size_t dim>

virtual mc::proposals::Proposal< dim >::~Proposal ( )

virtualdefault

Virtual destructor for proper cleanup.

Member Function Documentation

pdf()

template<size_t dim>

virtual double mc::proposals::Proposal< dim >::pdf ( const mc::geom::Point< dim > &  x ) const

pure virtual

Evaluate the proposal probability density function.

Parameters

x	Query point

Returns

q(x), the probability density at x

Must be non-zero everywhere in the support of the integrand.

Implemented in mc::proposals::UniformProposal< dim >, mc::proposals::GaussianProposal< dim >, and mc::proposals::MixtureProposal< dim >.

sample()

template<size_t dim>

virtual mc::geom::Point< dim > mc::proposals::Proposal< dim >::sample ( std::mt19937 &  rng ) const

pure virtual

Draw a random sample from the proposal distribution.

Parameters

rng	Mersenne Twister random generator

Returns

Point distributed according to q(x)

Implemented in mc::proposals::GaussianProposal< dim >, mc::proposals::MixtureProposal< dim >, and mc::proposals::UniformProposal< dim >.

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

• src/montecarlo/proposals/proposal.hpp