Merge branch 'master' of https://github.com/redpony/cdec

1 files changed, 0 insertions, 191 deletions

diff --git a/utils/slice_sampler.h b/utils/slice_sampler.h
deleted file mode 100644
index aa48a169..00000000
--- a/utils/slice_sampler.h
+++ /dev/null
@@ -1,191 +0,0 @@
-//! slice-sampler.h is an MCMC slice sampler
-//!
-//! Mark Johnson, 1st August 2008
-
-#ifndef SLICE_SAMPLER_H
-#define SLICE_SAMPLER_H
-
-#include <algorithm>
-#include <cassert>
-#include <cmath>
-#include <iostream>
-#include <limits>
-
-//! slice_sampler_rfc_type{} returns the value of a user-specified
-//! function if the argument is within range, or - infinity otherwise
-//
-template <typename F, typename Fn, typename U>
-struct slice_sampler_rfc_type {
-  F min_x, max_x;
-  const Fn& f;
-  U max_nfeval, nfeval;
-  slice_sampler_rfc_type(F min_x, F max_x, const Fn& f, U max_nfeval) 
-    : min_x(min_x), max_x(max_x), f(f), max_nfeval(max_nfeval), nfeval(0) { }
-    
-  F operator() (F x) {
-    if (min_x < x && x < max_x) {
-      assert(++nfeval <= max_nfeval);
-      F fx = f(x);
-      assert(std::isfinite(fx));
-      return fx;
-    }
-      return -std::numeric_limits<F>::infinity();
-  }
-};  // slice_sampler_rfc_type{}
-
-//! slice_sampler1d() implements the univariate "range doubling" slice sampler
-//! described in Neal (2003) "Slice Sampling", The Annals of Statistics 31(3), 705-767.
-//
-template <typename F, typename LogF, typename Uniform01>
-F slice_sampler1d(const LogF& logF0,               //!< log of function to sample
-		  F x,                             //!< starting point
-		  Uniform01& u01,                  //!< uniform [0,1) random number generator
-		  F min_x = -std::numeric_limits<F>::infinity(),  //!< minimum value of support
-		  F max_x = std::numeric_limits<F>::infinity(),   //!< maximum value of support
-		  F w = 0.0,                       //!< guess at initial width
-		  unsigned nsamples=1,             //!< number of samples to draw
-		  unsigned max_nfeval=200)         //!< max number of function evaluations
-{
-  typedef unsigned U;
-  slice_sampler_rfc_type<F,LogF,U> logF(min_x, max_x, logF0, max_nfeval);
-
-  assert(std::isfinite(x));
-
-  if (w <= 0.0) {                           // set w to a default width 
-    if (min_x > -std::numeric_limits<F>::infinity() && max_x < std::numeric_limits<F>::infinity())
-      w = (max_x - min_x)/4;
-    else
-      w = std::max(((x < 0.0) ? -x : x)/4, (F) 0.1);
-  }
-  assert(std::isfinite(w));
-
-  F logFx = logF(x);
-  for (U sample = 0; sample < nsamples; ++sample) {
-    F logY = logFx + log(u01()+1e-100);     //! slice logFx at this value
-    assert(std::isfinite(logY));
-
-    F xl = x - w*u01();                     //! lower bound on slice interval
-    F logFxl = logF(xl);
-    F xr = xl + w;                          //! upper bound on slice interval
-    F logFxr = logF(xr);
-
-    while (logY < logFxl || logY < logFxr)  // doubling procedure
-      if (u01() < 0.5) 
-	logFxl = logF(xl -= xr - xl);
-      else
-	logFxr = logF(xr += xr - xl);
-	
-    F xl1 = xl;
-    F xr1 = xr;
-    while (true) {                          // shrinking procedure
-      F x1 = xl1 + u01()*(xr1 - xl1);
-      if (logY < logF(x1)) {
-	F xl2 = xl;                         // acceptance procedure
-	F xr2 = xr; 
-	bool d = false;
-	while (xr2 - xl2 > 1.1*w) {
-	  F xm = (xl2 + xr2)/2;
-	  if ((x < xm && x1 >= xm) || (x >= xm && x1 < xm))
-	    d = true;
-	  if (x1 < xm)
-	    xr2 = xm;
-	  else
-	    xl2 = xm;
-	  if (d && logY >= logF(xl2) && logY >= logF(xr2))
-	    goto unacceptable;
-	}
-	x = x1;
-	goto acceptable;
-      }
-      goto acceptable;
-    unacceptable:
-      if (x1 < x)                           // rest of shrinking procedure
-	xl1 = x1;
-      else 
-	xr1 = x1;
-    }
-  acceptable:
-    w = (4*w + (xr1 - xl1))/5;              // update width estimate
-  }
-  return x;
-}
-
-/*
-//! slice_sampler1d() implements a 1-d MCMC slice sampler.
-//! It should be correct for unimodal distributions, but
-//! not for multimodal ones.
-//
-template <typename F, typename LogP, typename Uniform01>
-F slice_sampler1d(const LogP& logP,     //!< log of distribution to sample
-		  F x,                  //!< initial sample
-		  Uniform01& u01,       //!< uniform random number generator
-		  F min_x = -std::numeric_limits<F>::infinity(),  //!< minimum value of support
-		  F max_x = std::numeric_limits<F>::infinity(),   //!< maximum value of support
-		  F w = 0.0,            //!< guess at initial width
-		  unsigned nsamples=1,  //!< number of samples to draw
-		  unsigned max_nfeval=200)  //!< max number of function evaluations
-{
-  typedef unsigned U;
-  assert(std::isfinite(x));
-  if (w <= 0.0) {
-    if (min_x > -std::numeric_limits<F>::infinity() && max_x < std::numeric_limits<F>::infinity())
-      w = (max_x - min_x)/4;
-    else
-      w = std::max(((x < 0.0) ? -x : x)/4, 0.1);
-  }
-  // TRACE4(x, min_x, max_x, w);
-  F logPx = logP(x);
-  assert(std::isfinite(logPx));
-  U nfeval = 1;
-  for (U sample = 0; sample < nsamples; ++sample) {
-    F x0 = x;
-    F logU = logPx + log(u01()+1e-100);
-    assert(std::isfinite(logU));
-    F r = u01();
-    F xl = std::max(min_x, x - r*w);
-    F xr = std::min(max_x, x + (1-r)*w);
-    // TRACE3(x, logPx, logU);
-    while (xl > min_x && logP(xl) > logU) {
-      xl -= w;
-      w *= 2;
-      ++nfeval;
-      if (nfeval >= max_nfeval)
-	std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xl = " << xl << std::endl;
-      assert(nfeval < max_nfeval);
-    }
-    xl = std::max(xl, min_x);
-    while (xr < max_x && logP(xr) > logU) {
-      xr += w;
-      w *= 2;
-      ++nfeval;
-      if (nfeval >= max_nfeval)
-	std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xr = " << xr << std::endl;
-      assert(nfeval < max_nfeval);
-    }
-    xr = std::min(xr, max_x);
-    while (true) {
-      r = u01();
-      x = r*xl + (1-r)*xr;
-      assert(std::isfinite(x));
-      logPx = logP(x);
-      // TRACE4(logPx, x, xl, xr);
-      assert(std::isfinite(logPx));
-      ++nfeval;
-      if (nfeval >= max_nfeval)
-	std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xl = " << xl << ", xr = " << xr << ", x = " << x << std::endl;
-      assert(nfeval < max_nfeval);
-      if (logPx > logU)
-        break;
-      else if (x > x0)
-          xr = x;
-        else
-          xl = x;
-    }
-    // w = (4*w + (xr-xl))/5;   // gradually adjust w
-  }
-  // TRACE2(logPx, x);
-  return x;
-}  // slice_sampler1d()
-*/
-
-#endif  // SLICE_SAMPLER_H