sampler_automated_factor_slice_sampler_MCMC.h File Reference
Header file for a generic single factor slice sampler used in Themis. This uses slice sampling to explore the distribution. The sampler will perform well as long as there are not strong non-linear correlation between the parameters. One benefit is that the sampler is rejection free, albeit it only moves in one direction per sample. For more information see https://www.ncbi.nlm.nih.gov/pubmed/24955002 and Neal's introduction to slice sampling https://projecteuclid.org/euclid.aos/1056562461. More...
#include <vector>#include <string>#include <iostream>#include <fstream>#include "likelihood.h"#include "sampler_MCMC_base.h"#include <Eigen/Dense>#include <Eigen/Eigenvalues>
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| class | sampler_automated_factor_slice_sampler_MCMC |
| Defines the interface to an automated factor slice sampler, which isn't as efficient as Stan in terms of ESS per iteration, but doesn't require gradients and tends to do better than an adaptive MH algorithm. Additionally it hardly uses any tuning parameters. More... | |