stochastic/¶
Boltzmann acceptance probability helpers for Metropolis MCMC <stochastic/boltzmann_table.hpp>
Weighted categorical sampling <stochastic/categorical.hpp>
Contracts for random engines, samplers, and Markov chain proposals <stochastic/concepts.hpp>
Template implementations for stochastic/mcmc.hpp. Included at the bottom of mcmc.hpp -- do not include directly <stochastic/detail/mcmc_impl.hpp>
markov::metropolis_sweep – markov::metropolis_sweep_prob – markov::umbrella_sweep – markov::umbrella_sweep_prob
Metropolis-Hastings sweep API <stochastic/mcmc.hpp>
markov::metropolis_stats – markov::umbrella_stats – markov::umbrella_window
Exact multinomial count sampling from nonnegative weights <stochastic/multinomial.hpp>
Random probe vectors for stochastic trace and diagonal estimation <stochastic/probe.hpp>
gaussian_probe – hutchinson_row_mean_square – rademacher_probe
The library's random engines and seeding utilities <stochastic/rng.hpp>