Package jdistlib.inference

Class ComponentWiseMetropolis

java.lang.Object

jdistlib.inference.ComponentWiseMetropolis

All Implemented Interfaces:

Sampler

public final class ComponentWiseMetropolis
extends Object
implements Sampler

Gaussian Metropolis sweeps with independently adapted coordinate scales.

Constructor Summary

Constructors

Constructor	Description
ComponentWiseMetropolis()

Method Summary

Modifier and Type	Method	Description
ChainResult	sample(LogDensity target, double[] initialState, SamplingOptions options, RandomEngine random)

Methods inherited from class java.lang.Object

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

Constructor Details

ComponentWiseMetropolis

public ComponentWiseMetropolis()

Method Details

sample

public ChainResult sample(LogDensity target,
 double[] initialState,
 SamplingOptions options,
 RandomEngine random)

Specified by:

sample in interface Sampler