Package | Description |
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gov.sandia.cognition.statistics.bayesian.conjugate |
Provides Bayesian estimation routines based on conjugate prior distribution
of parameters of specific conditional distributions.
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Modifier and Type | Interface and Description |
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interface |
ConjugatePriorBayesianEstimatorPredictor<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>>
A conjugate prior estimator that also has a closed-form predictive posterior.
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Modifier and Type | Class and Description |
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class |
BinomialBayesianEstimator
A Bayesian estimator for the parameter of a Bernoulli parameter, p,
of a BinomialDistribution using the conjugate prior BetaDistribution.
|
class |
ExponentialBayesianEstimator
Conjugate prior Bayesian estimator of the "rate" parameter of an
Exponential distribution using the conjugate prior Gamma distribution.
|
class |
MultinomialBayesianEstimator
A Bayesian estimator for the parameters of a MultinomialDistribution using
its conjugate prior distribution, the DirichletDistribution.
|
class |
MultivariateGaussianMeanBayesianEstimator
Bayesian estimator for the mean of a MultivariateGaussian using its conjugate
prior, which is also a MultivariateGaussian.
|
class |
MultivariateGaussianMeanCovarianceBayesianEstimator
Performs robust estimation of both the mean and covariance of a
MultivariateGaussian conditional distribution using the conjugate prior
Normal-Inverse-Wishart distribution.
|
class |
PoissonBayesianEstimator
A Bayesian estimator for the parameter of a PoissonDistribution using
the conjugate prior GammaDistribution.
|
class |
UnivariateGaussianMeanBayesianEstimator
Bayesian estimator for the mean of a UnivariateGaussian using its conjugate
prior, which is also a UnivariateGaussian.
|
class |
UnivariateGaussianMeanVarianceBayesianEstimator
Computes the mean and variance of a univariate Gaussian using the
conjugate prior NormalInverseGammaDistribution
|