Package jdistlib.inference

Class ReversibleJumpSampler

java.lang.Object

jdistlib.inference.ReversibleJumpSampler

public final class ReversibleJumpSampler
extends Object

General Java-only RJMCMC acceptance engine with warmup-frozen move and within-model adaptation.

Constructor Summary

Constructors

Constructor	Description
ReversibleJumpSampler(ReversibleJumpMove[] moves, double[] moveWeights, ReversibleJumpWithinModelKernel... withinModelKernels)

Method Summary

Modifier and Type	Method	Description
ReversibleJumpResult	resume(ReversibleJumpTarget target, ReversibleJumpCheckpoint checkpoint, ReversibleJumpSamplingOptions options)
ReversibleJumpResult	sample(ReversibleJumpTarget target, ReversibleJumpState initialState, ReversibleJumpSamplingOptions options, RandomEngine random)

Methods inherited from class java.lang.Object

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

Constructor Details

ReversibleJumpSampler

public ReversibleJumpSampler(ReversibleJumpMove[] moves,
 double[] moveWeights,
 ReversibleJumpWithinModelKernel... withinModelKernels)

Method Details

sample

public ReversibleJumpResult sample(ReversibleJumpTarget target,
 ReversibleJumpState initialState,
 ReversibleJumpSamplingOptions options,
 RandomEngine random)

resume

public ReversibleJumpResult resume(ReversibleJumpTarget target,
 ReversibleJumpCheckpoint checkpoint,
 ReversibleJumpSamplingOptions options)