Metropolis |
Metropolis-Hastings sampling produces samples from distribution P by sampling from a proposal distribution Q
and accepting/rejecting based on the density of P. Metropolis-Hastings sampling doesn't require that the
proposal distribution Q is symmetric in comparison to . It does need to
be able to evaluate the proposal sampler's log density though. All densities are required to be in log space.
The Metropolis-Hastings sampler is a stateful sampler. It keeps track of where it currently is in the domain
of the distribution P.
Inheritance HierarchySystemObject
Altaxo.Calc.Statistics.McmcMcmcSamplerT
Altaxo.Calc.Statistics.McmcMetropolisHastingsSamplerT
Altaxo.Calc.Statistics.McmcMcmcSamplerT
Altaxo.Calc.Statistics.McmcMetropolisHastingsSamplerT
Namespace: Altaxo.Calc.Statistics.Mcmc
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
SyntaxC#
public class MetropolisHastingsSampler<T> : McmcSampler<T>
Type Parameters
- T
- The type of samples this sampler produces.
The MetropolisHastingsSamplerT type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | MetropolisHastingsSamplerT | Constructs a new Metropolis-Hastings sampler using the default Random random number generator. This constructor will set the burn interval. |
Properties| Name | Description | |
|---|---|---|
 | AcceptanceRate |
Gets the acceptance rate of the sampler.
(Inherited from McmcSamplerT) |
| BurnInterval | Gets or sets the number of iterations in between returning samples. |
| RandomSource |
Gets or sets the random number generator.
(Inherited from McmcSamplerT) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
 | Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| Sample |
Returns a sample from the distribution P.
(Overrides McmcSamplerTSample) |
| Sample(Int32) |
Returns a number of samples.
(Inherited from McmcSamplerT) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
Fields| Name | Description | |
|---|---|---|
 | Accepts |
Keeps track of the number of accepted samples.
(Inherited from McmcSamplerT) |
| Samples |
Keeps track of the number of calls to the proposal sampler.
(Inherited from McmcSamplerT) |
See Also