Package jdistlib.inference

Class AdjustedMclmcTuner

java.lang.Object

jdistlib.inference.AdjustedMclmcTuner

public final class AdjustedMclmcTuner
extends Object

Automatic adjusted-MCLMC pilot search for integrator step and decorrelation length.

Method Summary

Modifier and Type	Method	Description
static AdjustedMclmcTuningResult	tuneAndSample(LogDensity target, double[] initialState, SamplingOptions sampling, AdjustedMclmcTuningOptions tuning, RandomEngine random)

Methods inherited from class java.lang.Object

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

Method Details

tuneAndSample

public static AdjustedMclmcTuningResult tuneAndSample(LogDensity target,
 double[] initialState,
 SamplingOptions sampling,
 AdjustedMclmcTuningOptions tuning,
 RandomEngine random)