cmp::mcmc::HamiltonianMarkovChain::TreeState Struct Reference

Public Attributes
Eigen::VectorXd	q_minus
	Position at the leftmost leaf.
Eigen::VectorXd	p_minus
	Momentum at the leftmost leaf.
Eigen::VectorXd	grad_minus
	Gradient at the leftmost leaf.
Eigen::VectorXd	q_plus
	Position at the rightmost leaf.
Eigen::VectorXd	p_plus
	Momentum at the rightmost leaf.
Eigen::VectorXd	grad_plus
	Gradient at the rightmost leaf.
Eigen::VectorXd	q_prime
	Proposed next sample position.
size_t	n
	Number of valid states in the subtree.
int	s
	Trajectory validity flag (0 = U-turn/divergence, 1 = valid).
double	alpha
	Accumulated acceptance probabilities in subtree.
size_t	n_alpha
	Number of states for calculating average acceptance probability.

Detailed Description

Struct to hold the state of the tree during the NUTS algorithm.

q -> Position p -> Momentum grad -> Gradient of the score function n -> Number of valid points in the subtree s -> Stop flag (1 if the subtree is valid, 0 otherwise) alpha -> Sum of acceptance probabilities n_alpha -> Number of valid points for acceptance probability

Member Data Documentation

alpha

double cmp::mcmc::HamiltonianMarkovChain::TreeState::alpha

Accumulated acceptance probabilities in subtree.

grad_minus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::grad_minus

Gradient at the leftmost leaf.

grad_plus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::grad_plus

Gradient at the rightmost leaf.

n

size_t cmp::mcmc::HamiltonianMarkovChain::TreeState::n

Number of valid states in the subtree.

n_alpha

size_t cmp::mcmc::HamiltonianMarkovChain::TreeState::n_alpha

Number of states for calculating average acceptance probability.

p_minus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::p_minus

Momentum at the leftmost leaf.

p_plus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::p_plus

Momentum at the rightmost leaf.

q_minus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::q_minus

Position at the leftmost leaf.

q_plus

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::q_plus

Position at the rightmost leaf.

q_prime

Eigen::VectorXd cmp::mcmc::HamiltonianMarkovChain::TreeState::q_prime

Proposed next sample position.

s

int cmp::mcmc::HamiltonianMarkovChain::TreeState::s

Trajectory validity flag (0 = U-turn/divergence, 1 = valid).

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The documentation for this struct was generated from the following file:

• include/hmc.h