Monitor for Path sampling. More...

#include <vsmc/core/path.hpp>

Public Types
using	eval_type = std::function< double(std::size_t, Particle< T > &, double *)>

using	value_type = T

Public Member Functions
	Path (const eval_type &eval, bool record_only=false)
	Construct a Path with an evaluation object. More...

void	clear ()
	Clear all records of the index and integrations. More...

bool	empty () const
	Whether the evaluation object is valid. More...

void	eval (std::size_t iter, Particle< T > &particle)

double	grid (std::size_t iter) const
	Get the Path sampling grid value of a given Path iteration. More...

const std::size_t *	grid_data () const
	Read only access to the raw data of the grid vector. More...

std::size_t	index (std::size_t iter) const
	Get the iteration index of the sampler of a given monitor iteration. More...

const std::size_t *	index_data () const
	Read only access to the raw data of the index vector. More...

double	integrand (std::size_t iter) const
	Get the Path sampling integrand of a given Path iteration. More...

const std::size_t *	integrand_data () const
	Read only access to the raw data of the integrand vector. More...

std::size_t	iter_size () const
	The number of iterations has been recorded. More...

double	log_zconst () const
	Get the logarithm nomralizing constants ratio estimates. More...

template<typename OutputIter >
void	read_grid (OutputIter first) const
	Read the grid history through an output iterator. More...

template<typename OutputIter >
void	read_index (OutputIter first) const
	Read the index history through an output iterator. More...

template<typename OutputIter >
void	read_integrand (OutputIter first) const
	Read the integrand history through an output iterator. More...

bool	recording () const
	Whether the Path is actively recording restuls. More...

void	reserve (std::size_t num)
	Reserve space for a specified number of iterations. More...

void	set_eval (const eval_type &new_eval, bool record_only=false)
	Set a new evaluation object of type eval_type. More...

void	turn_off ()
	Turn off the recording. More...

void	turn_on ()
	Turn on the recording. More...

double	zconst () const
	Get the nomralizing constants ratio estimates. More...

Detailed Description

template<typename T>
class vsmc::Path< T >

Monitor for Path sampling.

Definition at line 51 of file path.hpp.

Member Typedef Documentation

template<typename T>

using vsmc::Path< T >::eval_type = std::function<double(std::size_t, Particle<T> &, double *)>

Definition at line 56 of file path.hpp.

template<typename T>

using vsmc::Path< T >::value_type = T

Definition at line 54 of file path.hpp.

Constructor & Destructor Documentation

template<typename T>

vsmc::Path< T >::Path	(	const eval_type &	eval,
		bool	record_only = `false`
	)

inlineexplicit

Construct a Path with an evaluation object.

Parameters

eval	The evaluation object of type Path::eval_type
record_only	The Path monitor only records the integrands instead of calculating them itself

A Path object is very similar to a Monitor object. It is a special case for Path sampling Monitor. The dimension of the Monitor is always one. In addition, the evaluation object returns the integration grid of the Path sampling.

The evaluation object has the signature

double eval (std::size_t iter, Particle<T> &particle, double

*integrand)

where the first two arguments are passed in by the Sampler at the end of each iteration. The evaluation occurs after the possible MCMC moves. The output parameter integrand shall contains the results of the Path sampling integrands. The return value shall be the Path sampling integration grid.

If record_only is true, then the Path monitor only records the integrand estimate stored in integrand. Otherwise the behavior is explained below,

For example, say the Path sampling is computed through integration of \(\lambda = \int_0^1 E[g_\alpha(X)]\,\mathrm{d}\alpha\). The integral is approximated with numerical integration at point \(\alpha_0 = 0, \alpha_1, \dots, \alpha_T = 1\), then at iteration \(t\), the output parameter integrand contains \((g_{\alpha_t}(X_0),\dots)\) and the return value is \(\alpha_t\).

Definition at line 95 of file path.hpp.

Member Function Documentation

template<typename T>

void vsmc::Path< T >::clear ( )

inline

Clear all records of the index and integrations.

Definition at line 218 of file path.hpp.

template<typename T>

bool vsmc::Path< T >::empty ( ) const

inline

Whether the evaluation object is valid.

Definition at line 117 of file path.hpp.

template<typename T>

void vsmc::Path< T >::eval	(	std::size_t	iter,
		Particle< T > &	particle
	)

inline

Perform the evaluation for a given iteration and a Particle<T> object

See also: Monitor::eval()

Definition at line 188 of file path.hpp.

template<typename T>

double vsmc::Path< T >::grid ( std::size_t iter ) const

inline

Get the Path sampling grid value of a given Path iteration.

Definition at line 139 of file path.hpp.

template<typename T>

const std::size_t* vsmc::Path< T >::grid_data ( ) const

inline

Read only access to the raw data of the grid vector.

Definition at line 153 of file path.hpp.

template<typename T>

std::size_t vsmc::Path< T >::index ( std::size_t iter ) const

inline

Get the iteration index of the sampler of a given monitor iteration.

See also: Monitor::index()

Definition at line 123 of file path.hpp.

template<typename T>

const std::size_t* vsmc::Path< T >::index_data ( ) const

inline

Read only access to the raw data of the index vector.

Definition at line 147 of file path.hpp.

template<typename T>

double vsmc::Path< T >::integrand ( std::size_t iter ) const

inline

Get the Path sampling integrand of a given Path iteration.

Definition at line 131 of file path.hpp.

template<typename T>

const std::size_t* vsmc::Path< T >::integrand_data ( ) const

inline

Read only access to the raw data of the integrand vector.

Definition at line 150 of file path.hpp.

template<typename T>

std::size_t vsmc::Path< T >::iter_size ( ) const

inline

The number of iterations has been recorded.

See also: Monitor::iter_size()

Definition at line 106 of file path.hpp.

template<typename T>

double vsmc::Path< T >::log_zconst ( ) const

inline

Get the logarithm nomralizing constants ratio estimates.

Definition at line 215 of file path.hpp.

template<typename T>

template<typename OutputIter >

void vsmc::Path< T >::read_grid ( OutputIter first ) const

inline

Read the grid history through an output iterator.

Definition at line 173 of file path.hpp.

template<typename T>

template<typename OutputIter >

void vsmc::Path< T >::read_index ( OutputIter first ) const

inline

Read the index history through an output iterator.

See also: Monitor::read_index()

Definition at line 159 of file path.hpp.

template<typename T>

template<typename OutputIter >

void vsmc::Path< T >::read_integrand ( OutputIter first ) const

inline

Read the integrand history through an output iterator.

Definition at line 166 of file path.hpp.

template<typename T>

bool vsmc::Path< T >::recording ( ) const

inline

Whether the Path is actively recording restuls.

Definition at line 227 of file path.hpp.

template<typename T>

void vsmc::Path< T >::reserve ( std::size_t num )

inline

Reserve space for a specified number of iterations.

Definition at line 109 of file path.hpp.

template<typename T>

void vsmc::Path< T >::set_eval	(	const eval_type &	new_eval,
		bool	record_only = `false`
	)

inline

Set a new evaluation object of type eval_type.

Definition at line 179 of file path.hpp.

template<typename T>

void vsmc::Path< T >::turn_off ( )

inline

Turn off the recording.

Definition at line 233 of file path.hpp.

template<typename T>

void vsmc::Path< T >::turn_on ( )

inline

Turn on the recording.

Definition at line 230 of file path.hpp.

template<typename T>

double vsmc::Path< T >::zconst ( ) const

inline

Get the nomralizing constants ratio estimates.

Definition at line 212 of file path.hpp.

Public Types

Public Member Functions

Detailed Description

template<typename T> class vsmc::Path< T >

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

template<typename T>
class vsmc::Path< T >