sampling Directory Reference

Directory dependency graph for sampling:

Files
file	sampler_affine_invariant_tempered_MCMC.cpp
	Implementation file for the sampler_affine_invariant_tempered_MCMC class.
file	sampler_affine_invariant_tempered_MCMC.h
	Header file for sampler_affine_invariant_tempered_MCMC class.
file	sampler_automated_factor_slice_sampler_MCMC.cpp
	Implementation file for the sampler_automated_factor_slice_sampler_MCMC.
file	sampler_automated_factor_slice_sampler_MCMC.h
	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.
file	sampler_deo_tempering_MCMC.h
	Header file for sampler_deo_tempering_MCMC class.
file	sampler_differential_evolution_deo_tempered_MCMC.cpp
	Implementation file for the sampler_differential_evolution_deo_tempered_MCMC class.
file	sampler_differential_evolution_deo_tempered_MCMC.h
	Header file for sampler_differential_evolution_deo_tempered_MCMC class.
file	sampler_differential_evolution_tempered_MCMC.cpp
	Implementation file for the sampler_differential_evolution_tempered_MCMC class.
file	sampler_differential_evolution_tempered_MCMC.h
	Header file for sampler_differential_evolution_tempered_MCMC class.
file	sampler_grid_search.cpp
	Implementation file for the sampler_grid_search class.
file	sampler_grid_search.h
	Header file for Grid Search class.
file	sampler_MCMC_base.cpp
	Implementation file for the abstract mcmc base class.
file	sampler_MCMC_base.h
	Header file for base markov chain monte carlo sampler.
file	sampler_stan_adapt_dense_e_nuts_MCMC.cpp
	Implementation file for the sampler_stan_adapt_dense_e_nuts_MCMC.
file	sampler_stan_adapt_dense_e_nuts_MCMC.h
	Header file stan sampler used in Themis.
file	sampler_stan_adapt_diag_e_nuts_MCMC.cpp
	Implementation file for the sampler_stan_adapt_diag_e_nuts_MCMC.
file	sampler_stan_adapt_diag_e_nuts_MCMC.h
	Header file stan sampler used in Themis.