mcmc.hpp

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/// @file stochastic/mcmc.hpp
/// @brief Metropolis-Hastings sweep API.
#pragma once
#include "core/types.hpp"
 
namespace num::markov {
 
struct MetropolisStats {
    idx accepted = 0;
    idx total = 0;
    real acceptance_rate() const {
        return total > 0 ? static_cast<real>(accepted) / total : 0.0;
    }
};
 
struct UmbrellaStats {
    MetropolisStats mc;
    bool reverted = false;
    idx order_param = 0;
};
 
struct UmbrellaWindow {
    idx lo = 0;
    idx hi = 0;
    bool contains(idx v) const { return v >= lo && v <= hi; }
};
 
} // namespace num::markov
 
#include "stochastic/detail/mcmc_impl.hpp"