MRS  1.0
A C++ Class Library for Statistical Set Processing
subpavings::LogCatalanIMHPrior Class Reference

A class for a log prior for IMH MCMC based on a Catalan number prior. More...

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Public Member Functions

cxsc::real operator() (const size_t k) const
 Get log prior value for state with k splits.
std::pair< cxsc::real, cxsc::real > logChange (unsigned long int k, unsigned long int kPrime) const
 Get the change in log prior value when a state with k splits changes to a state with kPrime splits, and the same adjusted for catalan ratio C_k/C_kPrime.

Detailed Description

A class for a log prior for IMH MCMC based on a Catalan number prior.

The prior is related to the Catalan number of the number of bisections of the root box k, Ck. After k splits there are Ck distinct possible full binary trees and so, for each k, total probability of all the states resulting from k splits is proportional to 1/Ck. If each of these k-split states is equally likely then then the probability of any one k-split state is 1/(Ck^2)


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