Package jdistlib.inference

Class HamiltonianMonteCarlo

java.lang.Object

jdistlib.inference.HamiltonianMonteCarlo

All Implemented Interfaces:

Sampler

public final class HamiltonianMonteCarlo
extends Object
implements Sampler

Fixed-trajectory HMC with dual-averaged step size and covariance adaptation.

Constructor Summary

Constructors

Constructor	Description
HamiltonianMonteCarlo()

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

HamiltonianMonteCarlo

public HamiltonianMonteCarlo()

Method Details

sample

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

Specified by:

sample in interface Sampler