Package jdistlib.inference

Class RandomWalkKernel

java.lang.Object

jdistlib.inference.RandomWalkKernel

All Implemented Interfaces:

TransitionKernel<RandomWalkKernel.State>

public final class RandomWalkKernel
extends Object
implements TransitionKernel<RandomWalkKernel.State>

Reusable Gaussian random-walk Metropolis transition kernel.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	RandomWalkKernel.State

Constructor Summary

Constructors

Constructor	Description
RandomWalkKernel()

Method Summary

Modifier and Type	Method	Description
RandomWalkKernel.State	initialize(LogDensity target, double[] initialState, SamplingOptions options, RandomEngine random)
KernelTransition<RandomWalkKernel.State>	step(LogDensity target, RandomWalkKernel.State state, SamplingOptions options, RandomEngine random)

Methods inherited from class java.lang.Object

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

Constructor Details

RandomWalkKernel

public RandomWalkKernel()

Method Details

initialize

public RandomWalkKernel.State initialize(LogDensity target,
 double[] initialState,
 SamplingOptions options,
 RandomEngine random)

Specified by:

initialize in interface TransitionKernel<RandomWalkKernel.State>

step

public KernelTransition<RandomWalkKernel.State> step(LogDensity target,
 RandomWalkKernel.State state,
 SamplingOptions options,
 RandomEngine random)

Specified by:

step in interface TransitionKernel<RandomWalkKernel.State>