Package jdistlib.inference

Class AdaptiveGaussianRjBirthProposal

java.lang.Object

jdistlib.inference.AdaptiveGaussianRjBirthProposal

All Implemented Interfaces:

RjBirthProposal

public final class AdaptiveGaussianRjBirthProposal
extends Object
implements RjBirthProposal

Warmup-only candidate-specific Gaussian birth adaptation with checkpointable moments.

Constructor Summary

Constructors

Constructor	Description
AdaptiveGaussianRjBirthProposal(int candidates, double initialMean, double initialScale, double minimumScale)

Method Summary

Modifier and Type	Method	Description
Map<String,double[]>	adaptationState()
void	freezeAdaptation()
double	logDensity(double value, int candidate, ReversibleJumpState state)
double	mean(int candidate)
void	resetAdaptation()
void	restoreAdaptation(Map<String,double[]> state)
double	sample(int candidate, ReversibleJumpState state, RandomEngine random)
double	standardDeviation(int candidate)
void	warmupUpdate(int candidate, double value, ReversibleJumpState state, boolean accepted)

Methods inherited from class java.lang.Object

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

Constructor Details

AdaptiveGaussianRjBirthProposal

public AdaptiveGaussianRjBirthProposal(int candidates,
 double initialMean,
 double initialScale,
 double minimumScale)

Method Details

sample

public double sample(int candidate,
 ReversibleJumpState state,
 RandomEngine random)

Specified by:

sample in interface RjBirthProposal

logDensity

public double logDensity(double value,
 int candidate,
 ReversibleJumpState state)

Specified by:

logDensity in interface RjBirthProposal

warmupUpdate

public void warmupUpdate(int candidate,
 double value,
 ReversibleJumpState state,
 boolean accepted)

Specified by:

warmupUpdate in interface RjBirthProposal

adaptationState

public Map<String,double[]> adaptationState()

Specified by:

adaptationState in interface RjBirthProposal

restoreAdaptation

public void restoreAdaptation(Map<String,double[]> state)

Specified by:

restoreAdaptation in interface RjBirthProposal

freezeAdaptation

public void freezeAdaptation()

Specified by:

freezeAdaptation in interface RjBirthProposal

resetAdaptation

public void resetAdaptation()

Specified by:

resetAdaptation in interface RjBirthProposal

mean

public double mean(int candidate)

standardDeviation

public double standardDeviation(int candidate)