mixtureProposal.hpp

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#ifndef MONTECARLO_1_MIXTURE_PROPOSAL_HPP
#define MONTECARLO_1_MIXTURE_PROPOSAL_HPP
 
#include "proposal.hpp"
 
#include <vector>
#include <random>
#include <stdexcept>
#include <numeric>   // std::accumulate
#include <cmath>     // std::isfinite
 
namespace mc {
namespace proposals {
 
template <size_t dim>
class MixtureProposal : public Proposal<dim>
{
public:
    MixtureProposal(std::vector<const Proposal<dim>*> components,
                    std::vector<double> weights);
 
    mc::geom::Point<dim> sample(std::mt19937& rng) const override;
 
    double pdf(const mc::geom::Point<dim>& x) const override;
 
    std::size_t numComponents() const noexcept { return comps.size(); }
    const std::vector<double>& getWeights() const noexcept { return w; }
 
private:
    std::vector<const Proposal<dim>*> comps; // non-owning pointers
    std::vector<double> w;                   // normalized weights
 
    mutable std::discrete_distribution<std::size_t> cat;
 
    static void validateInputs(const std::vector<const Proposal<dim>*>& components,
                               const std::vector<double>& weights);
    static std::vector<double> normalizeWeights(const std::vector<double>& weights);
};
 
} // namespace proposals
} // namespace mc
 
#include "mixtureProposal.tpp"
 
#endif // MONTECARLO_1_MIXTURE_PROPOSAL_HPP