Package jdistlib.inference

Class MetropolisAdjustedLangevin

java.lang.Object

jdistlib.inference.MetropolisAdjustedLangevin

All Implemented Interfaces:

Sampler

public final class MetropolisAdjustedLangevin
extends Object
implements Sampler

Metropolis-adjusted Langevin sampler with dual-averaged proposal scale.

Constructor Summary

Constructors

Constructor	Description
MetropolisAdjustedLangevin()

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

MetropolisAdjustedLangevin

public MetropolisAdjustedLangevin()

Method Details

sample

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

Specified by:

sample in interface Sampler