sampler.c File Reference

Collection of sampling routines to generate random un-biased samples from Muller's potential function. More...

#include <config.h>
#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <assert.h>
#include <inttypes.h>
#include <jwsc/base/error.h>
#include <jwsc/base/limits.h>
#include <jwsc/prob/pdf.h>
#include <jwsc/vector/vector.h>
#include <jwsc/vector/vector_math.h>
#include <jwsc/matrix/matrix.h>
#include <jwsc/matrix/matrix_math.h>
#include "potential.h"
#include "sampler.h"

Go to the source code of this file.

Functions
Error *	metropolis_hastings (uint32_t iterations, double start_x, double start_y, double x_sigma, double x_min, double x_max, double y_sigma, double y_min, double y_max)
	Runs the Metropolis-Hastings MCMC sampler on the Muller potential function.
void	get_pt_from_params (Vector_d **p_out, const void *params)
Error *	set_params_from_pt (const Vector_d *p, void *params)
Error *	energy_func (double *energy_out, void *params)
Error *	grad_energy_func (Vector_d **grad_out, void *params)
Error *	langevin_accept_sample (const Vector_d *sample, void *params)
Error *	hyper_accept_sample (const Vector_d *sample, void *params, double Vb)
Error *	stochastic_dynamics_accept_sample (const Vector_d *sample, const Vector_d *momenta, void *params)
Error *	hybrid_mc_accept_sample (const Vector_d *sample, const Vector_d *momenta, void *params)

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Detailed Description

Collection of sampling routines to generate random un-biased samples from Muller's potential function.

Author:

Joseph Schlecht

License:

Creative Commons BY-NC-SA 3.0

Definition in file sampler.c.

---

Function Documentation

Error* metropolis_hastings	(	uint32_t	iterations,
		double	start_x,
		double	start_y,
		double	x_sigma,
		double	x_min,
		double	x_max,
		double	y_sigma,
		double	y_min,
		double	y_max
	)

Runs the Metropolis-Hastings MCMC sampler on the Muller potential function.

Parameters:

iterations	Number of iterations to run the sampler for.
x_sigma	Gaussian proposal sigma for x.
x_min	Gaussian proposal minimum for x.
x_max	Gaussian proposal maximum for x.
y_sigma	Gaussian proposal sigma for y.
y_min	Gaussian proposal minimum for y.
y_max	Gaussian proposal maximum for y.

Returns:

On success, NULL is returned. On error, an Error is returned.

• Error_types::ERROR_INV_RESULT Precision error.

Definition at line 80 of file sampler.c.

void get_pt_from_params	(	Vector_d **	p_out,
		const void *	params
	)

Definition at line 176 of file sampler.c.

Error* set_params_from_pt	(	const Vector_d *	p,
		void *	params
	)

Definition at line 183 of file sampler.c.

Error* energy_func	(	double *	energy_out,
		void *	params
	)

Definition at line 191 of file sampler.c.

Error* grad_energy_func	(	Vector_d **	grad_out,
		void *	params
	)

Definition at line 204 of file sampler.c.

Error* langevin_accept_sample	(	const Vector_d *	sample,
		void *	params
	)

Definition at line 221 of file sampler.c.

Error* hyper_accept_sample	(	const Vector_d *	sample,
		void *	params,
		double	Vb
	)

Definition at line 238 of file sampler.c.

Error* stochastic_dynamics_accept_sample	(	const Vector_d *	sample,
		const Vector_d *	momenta,
		void *	params
	)

Definition at line 256 of file sampler.c.

Error* hybrid_mc_accept_sample	(	const Vector_d *	sample,
		const Vector_d *	momenta,
		void *	params
	)

Definition at line 282 of file sampler.c.