Package jdistlib.inference

Class AdaptiveRjRandomWalkKernel

java.lang.Object

jdistlib.inference.AdaptiveRjRandomWalkKernel

All Implemented Interfaces:

ReversibleJumpWithinModelKernel

public final class AdaptiveRjRandomWalkKernel
extends Object
implements ReversibleJumpWithinModelKernel

Per-model isotropic random walk with warmup-only Robbins-Monro scale adaptation.

Constructor Summary

Constructors

Constructor	Description
AdaptiveRjRandomWalkKernel(String name, double initialScale, double targetAcceptance)

Method Summary

Modifier and Type	Method	Description
Map<String,double[]>	adaptationState()
boolean	applicable(ReversibleJumpState state, ReversibleJumpTarget target)
void	freezeAdaptation()
String	name()
void	resetAdaptation()
void	restoreAdaptation(Map<String,double[]> state)
double	scale(long modelId)
ReversibleJumpWithinModelTransition	update(ReversibleJumpState state, double currentLogJoint, ReversibleJumpTarget target, RandomEngine random, boolean warmup)

Methods inherited from class java.lang.Object

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

Constructor Details

AdaptiveRjRandomWalkKernel

public AdaptiveRjRandomWalkKernel(String name,
 double initialScale,
 double targetAcceptance)

Method Details

name

public String name()

Specified by:

name in interface ReversibleJumpWithinModelKernel

applicable

public boolean applicable(ReversibleJumpState state,
 ReversibleJumpTarget target)

Specified by:

applicable in interface ReversibleJumpWithinModelKernel

update

public ReversibleJumpWithinModelTransition update(ReversibleJumpState state,
 double currentLogJoint,
 ReversibleJumpTarget target,
 RandomEngine random,
 boolean warmup)

Specified by:

update in interface ReversibleJumpWithinModelKernel

scale

public double scale(long modelId)

adaptationState

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

Specified by:

adaptationState in interface ReversibleJumpWithinModelKernel

restoreAdaptation

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

Specified by:

restoreAdaptation in interface ReversibleJumpWithinModelKernel

freezeAdaptation

public void freezeAdaptation()

Specified by:

freezeAdaptation in interface ReversibleJumpWithinModelKernel

resetAdaptation

public void resetAdaptation()

Specified by:

resetAdaptation in interface ReversibleJumpWithinModelKernel