io.improbable.keanu.vertices.dbl.probabilistic

Class GaussianVertex

java.lang.Object

io.improbable.keanu.vertices.Vertex<java.lang.Double>

io.improbable.keanu.vertices.dbl.DoubleVertex

io.improbable.keanu.vertices.dbl.probabilistic.ProbabilisticDouble

io.improbable.keanu.vertices.dbl.probabilistic.GaussianVertex

All Implemented Interfaces:

Identifiable, io.improbable.keanu.kotlin.DoubleOperators<DoubleVertex>, io.improbable.keanu.kotlin.Operators<DoubleVertex>

public class GaussianVertex
extends ProbabilisticDouble

Field Summary

Fields inherited from class io.improbable.keanu.vertices.Vertex

idGenerator

Constructor Summary

Constructors

Constructor and Description
GaussianVertex(double mu, double sigma)
GaussianVertex(double mu, double sigma, java.util.Random random)
GaussianVertex(double mu, DoubleVertex sigma)
GaussianVertex(double mu, DoubleVertex sigma, java.util.Random random)
GaussianVertex(DoubleVertex mu, double sigma)
GaussianVertex(DoubleVertex mu, double sigma, java.util.Random random)
GaussianVertex(DoubleVertex mu, DoubleVertex sigma)
GaussianVertex(DoubleVertex mu, DoubleVertex sigma, java.util.Random random)

Method Summary

Modifier and Type	Method and Description
java.util.Map<java.lang.String,java.lang.Double>	dDensityAtValue() This returns the derivative of the density function with respect to any dependent vertices.
double	density(java.lang.Double value) This is the value of the probability density at the supplied value.
java.util.Map<java.lang.String,java.lang.Double>	dlnDensityAtValue() This is the same as dDensityAtValue except for the log of the density.
double	logDensity(java.lang.Double value) This is the value of the natural log of the probability density at the supplied value.
java.lang.Double	sample()

Methods inherited from class io.improbable.keanu.vertices.dbl.probabilistic.ProbabilisticDouble

getDualNumber, isProbabilistic, lazyEval, updateValue

Methods inherited from class io.improbable.keanu.vertices.dbl.DoubleVertex

abs, div, div, divideBy, divideBy, divideBy, lambda, minus, minus, minus, multiply, multiply, multiply, plus, plus, plus, pow, times, times, unaryMinus

Methods inherited from class io.improbable.keanu.vertices.Vertex

addChild, addParent, addParents, densityAtValue, equals, getChildren, getConnectedGraph, getId, getParents, getValue, hashCode, isObserved, logDensityAtValue, observe, observeOwnValue, setAndCascade, setParents, setParents, setValue, unobserve, updateChildren

Methods inherited from class java.lang.Object

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

Constructor Detail

GaussianVertex

public GaussianVertex(DoubleVertex mu,
                      DoubleVertex sigma,
                      java.util.Random random)

GaussianVertex

public GaussianVertex(DoubleVertex mu,
                      DoubleVertex sigma)

GaussianVertex

public GaussianVertex(double mu,
                      double sigma)

GaussianVertex

public GaussianVertex(double mu,
                      DoubleVertex sigma)

GaussianVertex

public GaussianVertex(DoubleVertex mu,
                      double sigma)

GaussianVertex

public GaussianVertex(double mu,
                      double sigma,
                      java.util.Random random)

GaussianVertex

public GaussianVertex(double mu,
                      DoubleVertex sigma,
                      java.util.Random random)

GaussianVertex

public GaussianVertex(DoubleVertex mu,
                      double sigma,
                      java.util.Random random)

Method Detail

density

public double density(java.lang.Double value)

Description copied from class: Vertex

This is the value of the probability density at the supplied value.

Specified by:

density in class Vertex<java.lang.Double>

Parameters:

value - The supplied value.

Returns:

The probability.

logDensity

public double logDensity(java.lang.Double value)

Description copied from class: Vertex

This is the value of the natural log of the probability density at the supplied value.

Overrides:

logDensity in class Vertex<java.lang.Double>

Parameters:

value - The supplied value.

Returns:

The probability.

dDensityAtValue

public java.util.Map<java.lang.String,java.lang.Double> dDensityAtValue()

Description copied from class: Vertex

This returns the derivative of the density function with respect to any dependent vertices.

Specified by:

dDensityAtValue in class Vertex<java.lang.Double>

Returns:

a Map containing { dependent vertex Id -> density slope w.r.t. dependent vertex}

dlnDensityAtValue

public java.util.Map<java.lang.String,java.lang.Double> dlnDensityAtValue()

Description copied from class: Vertex

This is the same as dDensityAtValue except for the log of the density. For numerical stability a vertex may chose to override this method but if not overridden, the chain rule is used to calculate the derivative of the log of the density.

dlog(P)/dx = (dP/dx)*(1/P(x))

Overrides:

dlnDensityAtValue in class Vertex<java.lang.Double>

sample

public java.lang.Double sample()

Specified by:

sample in class Vertex<java.lang.Double>

Returns:

a sample from the vertex's distribution. For non-probabilistic vertices, this will always be the same value.