com.cra.figaro.algorithm.sampling

MetropolisHastings

abstract class MetropolisHastings extends UnweightedSampler

Metropolis-Hastings samplers.

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  1. MetropolisHastings
  2. UnweightedSampler
  3. Sampler
  4. ProbQueryAlgorithm
  5. Algorithm
  6. AnyRef
  7. Any
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Instance Constructors

  1. new MetropolisHastings(universe: Universe, proposalScheme: ProposalScheme, burnIn: Int, interval: Int, targets: Element[_]*)

    burnIn

    The number of iterations to run before samples are collected

    interval

    The number of iterations to perform between collecting samples

Type Members

  1. type LastUpdate[T] = (T, Int)

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  2. type Sample = Map[Element[_], Any]

    A sample is a map from elements to their values.

    A sample is a map from elements to their values.

    Definition Classes
    UnweightedSampler
  3. type TimesSeen[T] = Map[T, Int]

    Attributes
    protected
    Definition Classes
    UnweightedSampler

Abstract Value Members

  1. abstract def doDistribution[T](target: Element[T]): Stream[(Double, T)]

    Attributes
    protected
    Definition Classes
    ProbQueryAlgorithm
  2. abstract def doExpectation[T](target: Element[T], function: (T) ⇒ Double): Double

    Attributes
    protected
    Definition Classes
    ProbQueryAlgorithm
  3. abstract def doKill(): Unit

    Attributes
    protected
    Definition Classes
    Algorithm
  4. abstract def doProbability[T](target: Element[T], predicate: (T) ⇒ Boolean): Double

    Attributes
    protected
    Definition Classes
    ProbQueryAlgorithm
  5. abstract def doResume(): Unit

    Attributes
    protected
    Definition Classes
    Algorithm
  6. abstract def doStart(): Unit

    Attributes
    protected
    Definition Classes
    Algorithm
  7. abstract def doStop(): Unit

    Attributes
    protected
    Definition Classes
    Algorithm

Concrete Value Members

  1. final def !=(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  4. def acceptRejectRatio: Double

    Get the acceptance ratio for the sampler.

  5. var active: Boolean

    Attributes
    protected
    Definition Classes
    Algorithm
  6. var allLastUpdates: Map[Element[_], LastUpdate[_]]

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  7. var allTimesSeen: Map[Element[_], TimesSeen[_]]

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  8. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  9. def cleanUp(): Unit

    Called when the algorithm is killed.

    Called when the algorithm is killed. By default, does nothing. Can be overridden.

    Definition Classes
    Algorithm
  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. def computeDistribution[T](target: Element[T]): Stream[(Double, T)]

    Return an estimate of the marginal probability distribution over the target that lists each element with its probability.

    Return an estimate of the marginal probability distribution over the target that lists each element with its probability.

    Definition Classes
    UnweightedSamplerProbQueryAlgorithm
  12. def computeExpectation[T](target: Element[T], function: (T) ⇒ Double): Double

    Return an estimate of the expectation of the function under the marginal probability distribution of the target.

    Return an estimate of the expectation of the function under the marginal probability distribution of the target.

    Definition Classes
    UnweightedSamplerProbQueryAlgorithm
  13. def computeProbability[T](target: Element[T], predicate: (T) ⇒ Boolean): Double

    Return an estimate of the probability of the predicate under the marginal probability distribution of the target.

    Return an estimate of the probability of the predicate under the marginal probability distribution of the target.

    Definition Classes
    ProbQueryAlgorithm
  14. var debug: Boolean

    Set this flag to true to obtain debugging information.

  15. def distribution[T](target: Element[T]): Stream[(Double, T)]

    Return an estimate of the marginal probability distribution over the target that lists each element with its probability.

    Return an estimate of the marginal probability distribution over the target that lists each element with its probability. The result is a lazy stream. It is up to the algorithm how the stream is ordered. Throws NotATargetException if called on a target that is not in the list of targets of the algorithm. Throws AlgorithmInactiveException if the algorithm is inactive.

    Definition Classes
    ProbQueryAlgorithm
  16. def doInitialize(): Unit

    Attributes
    protected
  17. final def doSample(): Unit

    Attributes
    protected
    Definition Classes
    MetropolisHastingsUnweightedSamplerSampler
  18. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  19. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  20. def expectation[T](target: Element[T], function: (T) ⇒ Double): Double

    Return an estimate of the expectation of the function under the marginal probability distribution of the target.

    Return an estimate of the expectation of the function under the marginal probability distribution of the target. Throws NotATargetException if called on a target that is not in the list of targets of the algorithm. Throws AlgorithmInactiveException if the algorithm is inactive.

    Definition Classes
    ProbQueryAlgorithm
  21. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  22. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  23. def getSampleCount: Int

    Number of samples taken.

    Number of samples taken.

    Definition Classes
    UnweightedSampler
  24. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  25. def initUpdates(): Unit

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  26. def initialize(): Unit

    Called when the algorithm is started before running any steps.

    Called when the algorithm is started before running any steps. By default, does nothing. Can be overridden.

    Definition Classes
    Algorithm
  27. def isActive: Boolean

    Definition Classes
    Algorithm
  28. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  29. def kill(): Unit

    Kill the algorithm so that it is inactive.

    Kill the algorithm so that it is inactive. It will no longer be able to provide answers.Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  30. def mean(target: Element[Double]): Double

    Return the mean of the probability density function for the given continuous element.

    Return the mean of the probability density function for the given continuous element.

    Definition Classes
    ProbQueryAlgorithm
  31. final def mhStep(): State

    Attributes
    protected
  32. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  33. def newLastUpdate[T](target: Element[T]): LastUpdate[T]

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  34. def newTimesSeen[T](target: Element[T]): TimesSeen[T]

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  35. final def notify(): Unit

    Definition Classes
    AnyRef
  36. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  37. def posteriorElement[T](target: Element[T], universe: Universe = Universe.universe): Element[T]

    Return an element representing the posterior probability distribution of the given element.

    Return an element representing the posterior probability distribution of the given element.

    Definition Classes
    ProbQueryAlgorithm
  38. def probability[T](target: Element[T], value: T): Double

    Return an estimate of the probability that the target produces the value.

    Return an estimate of the probability that the target produces the value. Throws NotATargetException if called on a target that is not in the list of targets of the algorithm. Throws AlgorithmInactiveException if the algorithm is inactive.

    Definition Classes
    ProbQueryAlgorithm
  39. def probability[T](target: Element[T], predicate: (T) ⇒ Boolean): Double

    Return an estimate of the probability of the predicate under the marginal probability distribution of the target.

    Return an estimate of the probability of the predicate under the marginal probability distribution of the target. Throws NotATargetException if called on a target that is not in the list of targets of the algorithm. Throws AlgorithmInactiveException if the algorithm is inactive.

    Definition Classes
    ProbQueryAlgorithm
  40. lazy val queryTargets: List[Element[_]]

    Definition Classes
    UnweightedSamplerProbQueryAlgorithm
  41. def resetCounts(): Unit

    Attributes
    protected
    Definition Classes
    UnweightedSamplerSampler
  42. def resume(): Unit

    Resume the computation of the algorithm, if it has been stopped.

    Resume the computation of the algorithm, if it has been stopped. Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  43. final def sample(): (Boolean, Sample)

    Produce a single sample.

    Produce a single sample.

    Definition Classes
    MetropolisHastingsUnweightedSampler
  44. var sampleCount: Int

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  45. def start(): Unit

    Start the algorithm and make it active.

    Start the algorithm and make it active. After it returns, the algorithm must be ready to provide answers. Throws AlgorithmActiveException if the algorithm is already active.

    Definition Classes
    Algorithm
  46. def stop(): Unit

    Stop the algorithm from computing.

    Stop the algorithm from computing. The algorithm is still ready to provide answers after it returns. Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  47. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  48. def test(numSamples: Int, predicates: Seq[Predicate[_]], elementsToTrack: Seq[Element[_]]): (Double, Map[Predicate[_], Double], Map[Element[_], Double])

    Test Metropolis-Hastings by repeatedly running a single step from the same initial state.

    Test Metropolis-Hastings by repeatedly running a single step from the same initial state. For each of a set of predicates, the fraction of times the predicate is satisfied by the resulting state is returned. By the resulting state, we mean the new state if it is accepted and the original state if not.

  49. def toString(): String

    Definition Classes
    AnyRef → Any
  50. val universe: Universe

    Definition Classes
    UnweightedSamplerProbQueryAlgorithm
  51. def update(): Unit

    Attributes
    protected
    Definition Classes
    UnweightedSamplerSampler
  52. def updateTimesSeenForTarget[T](elem: Element[T], newValue: T): Unit

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  53. def updateTimesSeenWithValue[T](value: T, timesSeen: TimesSeen[T], seen: Int): Unit

    Attributes
    protected
    Definition Classes
    UnweightedSampler
  54. def variance(target: Element[Double]): Double

    Return the variance of the probability density function for the given continuous element.

    Return the variance of the probability density function for the given continuous element.

    Definition Classes
    ProbQueryAlgorithm
  55. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  56. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  57. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from UnweightedSampler

Inherited from Sampler

Inherited from ProbQueryAlgorithm

Inherited from Algorithm

Inherited from AnyRef

Inherited from Any

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