proposal.hpp File Reference

Abstract base for probability distributions used in importance sampling. More...

#include <random>
#include "../geometry.hpp"

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Classes
class	mc::proposals::Proposal< dim >
	Abstract proposal distribution interface. More...

Namespaces
namespace	mc
namespace	mc::proposals

Detailed Description

Abstract base for probability distributions used in importance sampling.

Defines the interface for proposal distributions q(x) used in importance sampling and MCMC methods. Concrete implementations provide efficient sampling and PDF evaluation.

Definition in file proposal.hpp.