public class HybridMCMC extends AbstractHybridMCMC
|Constructor and Description|
Constructs a new instance with the given parameters.
|Modifier and Type||Method and Description|
Decides whether the given proposed state should be accepted, or whether the system should remain in it's current state.
Proposes a next state for the system.
dUdx, H, k, setDeltaT
acceptanceRate, nextVector, seed
public HybridMCMC(RealScalarFunction logF, RealVectorFunction dLogF, Vector m, double dt, int L, Vector initialState, RandomLongGenerator rlg)
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
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