io.improbable.keanu.algorithms.mcmc.nuts

Class VarianceCalculator

java.lang.Object

io.improbable.keanu.algorithms.mcmc.nuts.VarianceCalculator

public class VarianceCalculator
extends java.lang.Object

Uses Welford's online algorithm for computing sample variance

Constructor Summary

Constructors

Constructor and Description
VarianceCalculator(java.util.Map<VariableReference,DoubleTensor> initialMean, java.util.Map<VariableReference,DoubleTensor> initialVariance, double initialWeight)

Method Summary

Modifier and Type	Method and Description
void	addSample(java.util.Map<VariableReference,DoubleTensor> sampleForLatents)
java.util.Map<VariableReference,DoubleTensor>	calculateCurrentVariance()

Methods inherited from class java.lang.Object

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

Constructor Detail

VarianceCalculator

public VarianceCalculator(java.util.Map<VariableReference,DoubleTensor> initialMean,
                          java.util.Map<VariableReference,DoubleTensor> initialVariance,
                          double initialWeight)

Method Detail

addSample

public void addSample(java.util.Map<VariableReference,DoubleTensor> sampleForLatents)

calculateCurrentVariance

public java.util.Map<VariableReference,DoubleTensor> calculateCurrentVariance()