Package jdistlib.inference

Class EllipticalSliceSampler

java.lang.Object

jdistlib.inference.EllipticalSliceSampler

All Implemented Interfaces:

Sampler

public final class EllipticalSliceSampler
extends Object
implements Sampler

Tuning-free elliptical slice sampler; target is the likelihood-only log density.

Constructor Summary

Constructors

Constructor	Description
EllipticalSliceSampler(GaussianReference reference)

Method Summary

Modifier and Type	Method	Description
ChainResult	sample(LogDensity likelihood, 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

EllipticalSliceSampler

public EllipticalSliceSampler(GaussianReference reference)

Method Details

sample

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

Specified by:

sample in interface Sampler