public class Hamiltonian
extends java.lang.Object
Algorithm 1: "Hamiltonian Monte Carlo". The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo https://arxiv.org/pdf/1111.4246.pdf
Modifier and Type | Method and Description |
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static NetworkSamples |
getPosteriorSamples(BayesianNetwork bayesNet,
java.util.List<? extends Vertex> fromVertices,
int sampleCount,
int leapFrogCount,
double stepSize)
Sample from the posterior of a Bayesian Network using the Hamiltonian Monte Carlo algorithm
|
static NetworkSamples |
getPosteriorSamples(BayesianNetwork bayesNet,
java.util.List<? extends Vertex> fromVertices,
int sampleCount,
int leapFrogCount,
double stepSize,
KeanuRandom random) |
public static NetworkSamples getPosteriorSamples(BayesianNetwork bayesNet, java.util.List<? extends Vertex> fromVertices, int sampleCount, int leapFrogCount, double stepSize)
bayesNet
- The bayesian network to sample fromfromVertices
- the vertices to sample fromsampleCount
- the number of samples to takeleapFrogCount
- the number of times to leapfrog in each samplestepSize
- the amount of distance to move each leapfrogpublic static NetworkSamples getPosteriorSamples(BayesianNetwork bayesNet, java.util.List<? extends Vertex> fromVertices, int sampleCount, int leapFrogCount, double stepSize, KeanuRandom random)