gov.sandia.cognition.statistics.bayesian

Interface ImportanceSampling.Updater<ObservationType,ParameterType>

Type Parameters:

ObservationType - Type of observation

ParameterType - Type of parameters to infer

All Superinterfaces:

java.lang.Cloneable, CloneableSerializable, java.io.Serializable

All Known Implementing Classes:

ImportanceSampling.DefaultUpdater

Enclosing class:

ImportanceSampling<ObservationType,ParameterType>

public static interface ImportanceSampling.Updater<ObservationType,ParameterType>
extends CloneableSerializable

Updater for ImportanceSampling

Method Summary

Modifier and Type	Method and Description
double	computeLogImportanceValue(ParameterType parameter) Computes the parameter's importance weight.
double	computeLogLikelihood(ParameterType parameter, java.lang.Iterable<? extends ObservationType> data) Computes the log likelihood of the data given the parameter
ParameterType	makeProposal(java.util.Random random) Samples from the parameter prior

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Method Detail

computeLogLikelihood

double computeLogLikelihood(ParameterType parameter,
                            java.lang.Iterable<? extends ObservationType> data)

Computes the log likelihood of the data given the parameter

Parameters:

parameter - Parameter to consider

data - Data to consider

Returns:

log likelihood of the data given the parameter

computeLogImportanceValue

double computeLogImportanceValue(ParameterType parameter)

Computes the parameter's importance weight.

Parameters:

parameter - Parameter to consider

Returns:

Importance value

makeProposal

ParameterType makeProposal(java.util.Random random)

Samples from the parameter prior

Parameters:

random - Random number generator.

Returns:

Location of the proposed sample