io.improbable.keanu.algorithms.mcmc

Class MetropolisHastings

java.lang.Object

io.improbable.keanu.algorithms.mcmc.MetropolisHastings

All Implemented Interfaces:

PosteriorSamplingAlgorithm

public class MetropolisHastings
extends java.lang.Object
implements PosteriorSamplingAlgorithm

Metropolis Hastings is a Markov Chain Monte Carlo method for obtaining samples from a probability distribution

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	MetropolisHastings.MetropolisHastingsBuilder

Constructor Summary

Constructors

Constructor and Description
MetropolisHastings()

Method Summary

Modifier and Type	Method and Description
static MetropolisHastings.MetropolisHastingsBuilder	builder()
NetworkSamplesGenerator	generatePosteriorSamples(ProbabilisticModel model, java.util.List<? extends Variable> variablesToSampleFrom)
NetworkSamples	getPosteriorSamples(ProbabilisticModel model, java.util.List<? extends Variable> variablesToSampleFrom, int sampleCount)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface io.improbable.keanu.algorithms.PosteriorSamplingAlgorithm

getPosteriorSamples, getPosteriorSamples

Constructor Detail

MetropolisHastings

public MetropolisHastings()

Method Detail

builder

public static MetropolisHastings.MetropolisHastingsBuilder builder()

getPosteriorSamples

public NetworkSamples getPosteriorSamples(ProbabilisticModel model,
                                          java.util.List<? extends Variable> variablesToSampleFrom,
                                          int sampleCount)

Specified by:

getPosteriorSamples in interface PosteriorSamplingAlgorithm

Parameters:

model - a probabilistic model containing latent variables

variablesToSampleFrom - the variables to include in the returned samples

sampleCount - number of samples to take using the algorithm

Returns:

Samples for each variable ordered by MCMC iteration

generatePosteriorSamples

public NetworkSamplesGenerator generatePosteriorSamples(ProbabilisticModel model,
                                                        java.util.List<? extends Variable> variablesToSampleFrom)

Specified by:

generatePosteriorSamples in interface PosteriorSamplingAlgorithm