Package jdistlib.inference

Class RandomWalkMetropolis

java.lang.Object

jdistlib.inference.RandomWalkMetropolis

All Implemented Interfaces:

Sampler

public final class RandomWalkMetropolis
extends Object
implements Sampler

Isotropic Gaussian random-walk Metropolis with warmup scale adaptation.

Constructor Summary

Constructors

Constructor	Description
RandomWalkMetropolis()

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

RandomWalkMetropolis

public RandomWalkMetropolis()

Method Details

sample

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

Specified by:

sample in interface Sampler