Class HybridMCMC

    • Constructor Detail

      • HybridMCMC

        public HybridMCMC​(RealScalarFunction logF,
                          RealVectorFunction dLogF,
                          Vector m,
                          double dt,
                          int L,
                          Vector initialState,
                          RandomLongGenerator rlg)
        Constructs a new instance with the given parameters.
        Parameters:
        logF - the log of the unnormalized target density from which we wish to sample
        dLogF - the derivative of the log target density for use by the LeapFrogging algorithm. You may choose a function that differs from the actual derivative of the log target density (i.e. that of a tempered version of the target density), in order to guide the leap-frogging algorithm
        m - the mass of each component in the dynamics simulation. A lower mass for a given component will result in greater change over the simulated time
        dt - the amount by which we advance time at each dynamics simulation step
        L - the number of dynamics simulation steps
        initialState - the initial state of the algorithm
        rlg - the random long generator to be used
    • Method Detail

      • isProposalAccepted

        protected boolean isProposalAccepted​(Vector currentState,
                                             Vector proposedState)
        Description copied from class: AbstractMetropolis
        Decides whether the given proposed state should be accepted, or whether the system should remain in it's current state.
        Specified by:
        isProposalAccepted in class AbstractMetropolis
        Parameters:
        currentState - the current state of the system
        proposedState - the proposed next state of the system
        Returns:
        whether the system should accept the proposed next state