gaussianProposal.hpp File Reference

Diagonal multivariate Gaussian proposal (no domain truncation). More...

#include "proposal.hpp"
#include "../domains/integration_domain.hpp"
#include <array>
#include <cmath>
#include <random>
#include <stdexcept>
#include <vector>
#include "gaussianProposal.tpp"

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Classes
class	mc::proposals::GaussianProposal< dim >

Namespaces
namespace	mc
namespace	mc::proposals

Detailed Description

Diagonal multivariate Gaussian proposal (no domain truncation).

IMPORTANT:

• sample(rng) draws from the full Gaussian in R^dim (NO rejection).
• pdf(x) returns the corresponding full Gaussian density (NO domain indicator).

Domain constraints (if any) must be handled by the estimator via: if(domain.isInside(p)) { ... }

This guarantees sample() and pdf() are always coherent with the Proposal interface.

Definition in file gaussianProposal.hpp.