GenericMetropolis< I, O, V, Q, Ts > Struct Template Reference

Generic Metropolis-Hastings algorithm with user-specified proposal distribution. More...

#include "base.hpp"

Inheritance diagram for GenericMetropolis< I, O, V, Q, Ts >:

Public Member Functions
V	operator() (I &input, endog_proposal_t< Ts... > &proposal)
	Runs the inference algorithm. More...
void	step (record_t< DTypes< Ts... >> &, I &input)
Public Member Functions inherited from Inference< GenericMetropolis, I, O, V, Q, Ts... >
	Inference (pp_t< I, O, Ts... > f, Q< V, O, Ts... > &queryer, inf_options_t opts)
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, No >, V >	operator() (I &input)
	Runs the specified inference algorithm with the specified queryer. More...
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, Endog >, V >	operator() (I &input, endog_proposal_t< Ts... > &proposal)
	Runs the specified inference algorithm with the specified queryer using the specified proposal distribution. More...
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, Exog >, V >	operator() (I &input, exog_proposal_t< I, Ts... > &proposal)
	Runs the specified inference algorithm with the specified queryer using the specified proposal distribution. More...
void	step (record_t< DTypes< Ts... >> &r, I &input)

Additional Inherited Members
Public Attributes inherited from Inference< GenericMetropolis, I, O, V, Q, Ts... >
pp_t< I, O, Ts... >	f
inf_options_t	opts
Q< V, O, Ts... > &	queryer
inference_state< GenericMetropolis, I, O, Ts... >	state

Detailed Description

template<typename I, typename O, typename V, template< class, class, class... > class Q, typename... Ts>
struct GenericMetropolis< I, O, V, Q, Ts >

Generic Metropolis-Hastings algorithm with user-specified proposal distribution.

Suppose the probabilistic program factors as \(p(x, z) = p(x|z)p(z)\) and the proposal distribution takes the form \(q(z'|z)\). The log acceptance ratio is computed as \( \log \alpha = [\log p(x, z') - \log q(z' | z)] - [\log p(x, z) - \log q(z | z')]\), where \(z' \sim q(z'|z)\) are the newly generated unobserved rvs. The proposal distribution need not be symmetric.

Template Parameters

I	The input type of the probabilistic program
O	The output type of the probabilistic program
V	The type of the value to be queried
Q	The queryer class template
Ts	The types of the distributions in the probabilistic program

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

• lib/inference/metropolis/base.hpp