io.improbable.keanu.algorithms.mcmc.nuts

Class LeapfrogIntegrator

java.lang.Object

io.improbable.keanu.algorithms.mcmc.nuts.LeapfrogIntegrator

public class LeapfrogIntegrator
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
LeapfrogIntegrator()

Method Summary

Modifier and Type	Method and Description
LeapfrogState	step(LeapfrogState fromState, ProbabilisticModelWithGradient logProbGradientCalculator, double timeStep) Performs one leapfrog of the variables with a time delta as defined by timeStep

Methods inherited from class java.lang.Object

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

Constructor Detail

LeapfrogIntegrator

public LeapfrogIntegrator()

Method Detail

step

public LeapfrogState step(LeapfrogState fromState,
                          ProbabilisticModelWithGradient logProbGradientCalculator,
                          double timeStep)

Performs one leapfrog of the variables with a time delta as defined by timeStep

Parameters:

fromState - the state to leap from

logProbGradientCalculator - the calculator for the log prob gradient

timeStep - the time delta

Returns:

a new leapfrog having taken one step through space