hmc.h File Reference

#include <functional>
#include <random>
#include <Eigen/Dense>
#include <cmp_defines.h>

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Classes
class	cmp::mcmc::HamiltonianMarkovChain
	Implements the Hamiltonian Monte Carlo (HMC) algorithm with the No-U-Turn Sampler (NUTS) and Dual Averaging. More...
struct	cmp::mcmc::HamiltonianMarkovChain::TreeState

Namespaces
namespace	cmp
namespace	cmp::mcmc