org.omegahat.Simulation.MCMC
Class BoundedHastingsCoupledMaximizer

java.lang.Object
  |
  +--org.omegahat.Simulation.MCMC.NotifyingMCMCObject
        |
        +--org.omegahat.Simulation.MCMC.BaseMarkovChain
              |
              +--org.omegahat.Simulation.MCMC.CustomMarkovChain
                    |
                    +--org.omegahat.Simulation.MCMC.CustomHastingsCoupledSampler
                          |
                          +--org.omegahat.Simulation.MCMC.BoundedHastingsCoupledSampler
                                |
                                +--org.omegahat.Simulation.MCMC.BoundedHastingsCoupledMaximizer
All Implemented Interfaces:
HastingsCoupledSampler, MarkovChain, NotifyingObject, java.lang.Runnable

public class BoundedHastingsCoupledMaximizer
extends BoundedHastingsCoupledSampler

This extends CustomHastingsCoupledSampler by allowing boundaries to be set for each dimension. If a proposal generates a point outside the boundaries, the proposal is rejected.


Inner classes inherited from class org.omegahat.Simulation.MCMC.CustomMarkovChain
CustomMarkovChain.listenerPrinter, CustomMarkovChain.NormalGenerator
 
Inner classes inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject
NotifyingMCMCObject.MyHandle
 
Fields inherited from class org.omegahat.Simulation.MCMC.BoundedHastingsCoupledSampler
maxVals, minVals
 
Fields inherited from class org.omegahat.Simulation.MCMC.CustomHastingsCoupledSampler
accepted, DEBUG, detailed, index, log_p_X, log_p_Y, log_q_X_to_Y, log_q_Y_to_X, logAcceptProb, numAccepted, numProposed, numSamplers, order, prng, proposal, state, target, uniformRand
 
Fields inherited from class org.omegahat.Simulation.MCMC.CustomMarkovChain
generator
 
Fields inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject
listeners
 
Constructor Summary
BoundedHastingsCoupledMaximizer(MultiState state, int numSamplers, UnnormalizedDensity target, HastingsCoupledProposal proposal, double[] minVals, double[] maxVals, PRNG prng)
           
BoundedHastingsCoupledMaximizer(MultiState state, int numSamplers, UnnormalizedDensity target, HastingsCoupledProposal proposal, PRNG prng, double[] minVals, double[] maxVals, boolean detailed)
           
 
Method Summary
protected  double acceptanceProb(java.lang.Object current, MultiState currentStateVector, java.lang.Object proposed, MultiState proposedStateVector, int which)
           
protected  double logAcceptanceProb(java.lang.Object current, MultiState currentStateVector, java.lang.Object proposed, MultiState proposedStateVector, int which)
           
 
Methods inherited from class org.omegahat.Simulation.MCMC.BoundedHastingsCoupledSampler
getMaxVals, getMinVals, setMaxVals, setMinVals
 
Methods inherited from class org.omegahat.Simulation.MCMC.CustomHastingsCoupledSampler
generate, getNumAccepted, getNumProposed, getNumSamplers, getProposal, getState, getTarget, initialize, iterate, permute, resetNumAccepted, resetNumProposed, setNumSamplers, setProposal, setState, setTarget, step
 
Methods inherited from class org.omegahat.Simulation.MCMC.CustomMarkovChain
generate, main
 
Methods inherited from class org.omegahat.Simulation.MCMC.BaseMarkovChain
run
 
Methods inherited from class org.omegahat.Simulation.MCMC.NotifyingMCMCObject
notifyAll, registerListener, unregisterListener
 
Methods inherited from class java.lang.Object
, clone, equals, finalize, getClass, hashCode, notify, notifyAll, registerNatives, toString, wait, wait, wait
 

Constructor Detail

BoundedHastingsCoupledMaximizer

public BoundedHastingsCoupledMaximizer(MultiState state,
                                       int numSamplers,
                                       UnnormalizedDensity target,
                                       HastingsCoupledProposal proposal,
                                       PRNG prng,
                                       double[] minVals,
                                       double[] maxVals,
                                       boolean detailed)

BoundedHastingsCoupledMaximizer

public BoundedHastingsCoupledMaximizer(MultiState state,
                                       int numSamplers,
                                       UnnormalizedDensity target,
                                       HastingsCoupledProposal proposal,
                                       double[] minVals,
                                       double[] maxVals,
                                       PRNG prng)
Method Detail

acceptanceProb

protected double acceptanceProb(java.lang.Object current,
                                MultiState currentStateVector,
                                java.lang.Object proposed,
                                MultiState proposedStateVector,
                                int which)
Overrides:
acceptanceProb in class BoundedHastingsCoupledSampler

logAcceptanceProb

protected double logAcceptanceProb(java.lang.Object current,
                                   MultiState currentStateVector,
                                   java.lang.Object proposed,
                                   MultiState proposedStateVector,
                                   int which)
Overrides:
logAcceptanceProb in class BoundedHastingsCoupledSampler