Package | Description |
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gov.sandia.cognition.statistics.bayesian |
Provides algorithms for computing Bayesian estimates of parameters.
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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 | Class and Description |
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class |
AbstractBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Partial implementation of BayesianParameter
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class |
DefaultBayesianParameter<ParameterType,ConditionalType extends ClosedFormDistribution<?>,PriorType extends Distribution<ParameterType>>
Default implementation of BayesianParameter using reflection.
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Modifier and Type | Field and Description |
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protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
ImportanceSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
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protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
RejectionSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
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Modifier and Type | Method and Description |
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BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
ImportanceSampling.DefaultUpdater.getConjuctive()
Getter for conjunctive
|
BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
RejectionSampling.DefaultUpdater.getConjuctive()
Getter for conjunctive
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Modifier and Type | Method and Description |
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static <ObservationType,ParameterType> |
BayesianUtil.expectedDeviance(BayesianParameter<ParameterType,? extends ComputableDistribution<ObservationType>,?> predictiveDistribution,
java.lang.Iterable<? extends ObservationType> observations,
java.util.Random random,
int numSamples)
Computes the expected deviance of the model by sampling parameters from
the posterior and then computing the deviance using the conditional
distribution.
|
static <ObservationType,ParameterType> |
BayesianUtil.sample(BayesianParameter<ParameterType,? extends Distribution<ObservationType>,? extends Distribution<ParameterType>> parameter,
java.util.Random random,
int numSamples)
Samples from the given BayesianParameter by first sampling the prior
distribution, then updating the conditional distribution, then sampling
from the updated conditional distribution.
|
void |
ImportanceSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
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void |
RejectionSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
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Modifier and Type | Class and Description |
---|---|
static class |
BernoulliBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
|
static class |
BinomialBayesianEstimator.Parameter
Parameter of this relationship
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static class |
ExponentialBayesianEstimator.Parameter
Bayesian parameter describing this conjugate relationship.
|
static class |
GammaInverseScaleBayesianEstimator.Parameter
Bayesian parameter describing this conjugate relationship.
|
static class |
MultinomialBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
|
static class |
MultivariateGaussianMeanBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
|
static class |
MultivariateGaussianMeanCovarianceBayesianEstimator.Parameter
Parameter for this conjugate prior estimator.
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static class |
PoissonBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
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static class |
UniformDistributionBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
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static class |
UnivariateGaussianMeanBayesianEstimator.Parameter
Parameter of this conjugate prior relationship.
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static class |
UnivariateGaussianMeanVarianceBayesianEstimator.Parameter
Parameter for this conjugate prior estimator.
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Modifier and Type | Field and Description |
---|---|
protected BayesianParameter<ParameterType,ConditionalType,BeliefType> |
AbstractConjugatePriorBayesianEstimator.parameter
Bayesian hyperparameter relationship between the conditional
distribution and the conjugate prior distribution.
|
Modifier and Type | Method and Description |
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BayesianParameter<ParameterType,ConditionalType,BeliefType> |
ConjugatePriorBayesianEstimator.createParameter(ConditionalType conditional,
BeliefType prior)
Creates a parameter linking the conditional and prior distributions
|
BayesianParameter<ParameterType,ConditionalType,BeliefType> |
AbstractConjugatePriorBayesianEstimator.getParameter() |
BayesianParameter<ParameterType,ConditionalType,BeliefType> |
ConjugatePriorBayesianEstimator.getParameter()
Gets the Bayesian hyperparameter relationship between the conditional
distribution and the conjugate prior distribution.
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Modifier and Type | Method and Description |
---|---|
protected void |
AbstractConjugatePriorBayesianEstimator.setParameter(BayesianParameter<ParameterType,ConditionalType,BeliefType> parameter)
Setter for parameter
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