Struct NoUTurnSampler 

pub struct NoUTurnSampler {
    pub initial_stepsize: f64,
    pub max_tree_depth: usize,
    pub target_acceptance: f64,
    pub gamma: f64,
    pub t0: f64,
    pub kappa: f64,
    pub seed: Option<u64>,
}

No-U-Turn Sampler (NUTS)

NUTS is an extension of HMC that automatically tunes the number of leapfrog steps by stopping when the trajectory starts to double back on itself.

Fields

initial_stepsize: f64

Initial step size

max_tree_depth: usize

Maximum tree depth

target_acceptance: f64

Target acceptance rate for step size adaptation

gamma: f64

Step size adaptation parameter

t0: f64

Step size adaptation parameter

kappa: f64

Step size adaptation parameter

seed: Option<u64>

Random seed

Implementations

impl NoUTurnSampler

pub fn new() -> Self

Create a new NUTS sampler

pub fn with_stepsize(self, stepsize: f64) -> Self

Set initial step size

pub fn with_max_depth(self, depth: usize) -> Self

Set maximum tree depth

pub fn sample<D: LogDensity>( &self, target: &D, n_samples_: usize, initial_state: ArrayView1<'_, f64>, ) -> Result<NUTSResult>

Sample using NUTS algorithm

Trait Implementations

impl Clone for NoUTurnSampler

fn clone(&self) -> NoUTurnSampler

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for NoUTurnSampler

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for NoUTurnSampler

fn default() -> Self

Returns the “default value” for a type.