io.improbable.keanu.algorithms.mcmc.proposal

Class GaussianProposalDistribution

java.lang.Object

io.improbable.keanu.algorithms.mcmc.proposal.GaussianProposalDistribution

All Implemented Interfaces:

ProposalDistribution

public class GaussianProposalDistribution
extends java.lang.Object
implements ProposalDistribution

Constructor Summary

Constructors

Constructor and Description
GaussianProposalDistribution(java.util.List<? extends Variable> variables, DoubleTensor sigma)
GaussianProposalDistribution(java.util.List<? extends Variable> variables, DoubleTensor sigma, java.util.List<ProposalListener> listeners)
GaussianProposalDistribution(java.util.Map<? extends Variable,DoubleTensor> sigmas)
GaussianProposalDistribution(java.util.Map<? extends Variable,DoubleTensor> sigmas, java.util.List<ProposalListener> listeners)

Method Summary

Modifier and Type	Method and Description
Proposal	getProposal(java.util.Set<? extends Variable> variables, KeanuRandom random)
<T> double	logProb(Probabilistic<T> variable, T ofValue, T givenValue)
void	onProposalRejected()

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.mcmc.proposal.ProposalDistribution

logProbAtFromGivenTo, logProbAtToGivenFrom

Constructor Detail

GaussianProposalDistribution

public GaussianProposalDistribution(java.util.List<? extends Variable> variables,
                                    DoubleTensor sigma)

GaussianProposalDistribution

public GaussianProposalDistribution(java.util.List<? extends Variable> variables,
                                    DoubleTensor sigma,
                                    java.util.List<ProposalListener> listeners)

GaussianProposalDistribution

public GaussianProposalDistribution(java.util.Map<? extends Variable,DoubleTensor> sigmas)

GaussianProposalDistribution

public GaussianProposalDistribution(java.util.Map<? extends Variable,DoubleTensor> sigmas,
                                    java.util.List<ProposalListener> listeners)

Method Detail

getProposal

public Proposal getProposal(java.util.Set<? extends Variable> variables,
                            KeanuRandom random)

Specified by:

getProposal in interface ProposalDistribution

logProb

public <T> double logProb(Probabilistic<T> variable,
                          T ofValue,
                          T givenValue)

Specified by:

logProb in interface ProposalDistribution

onProposalRejected

public void onProposalRejected()

Specified by:

onProposalRejected in interface ProposalDistribution