Uses of Interface
gov.sandia.cognition.statistics.bayesian.RecursiveBayesianEstimator

Packages that use RecursiveBayesianEstimator

Package	Description
gov.sandia.cognition.statistics.bayesian	Provides algorithms for computing Bayesian estimates of parameters.
gov.sandia.cognition.statistics.bayesian.conjugate	Provides Bayesian estimation routines based on conjugate prior distribution of parameters of specific conditional distributions.

Uses of RecursiveBayesianEstimator in gov.sandia.cognition.statistics.bayesian

Subinterfaces of RecursiveBayesianEstimator in gov.sandia.cognition.statistics.bayesian

Modifier and Type	Interface and Description
interface	ParticleFilter<ObservationType,ParameterType> A particle filter aims to estimate a sequence of hidden parameters based on observed data using point-mass estimates of the posterior distribution.

Classes in gov.sandia.cognition.statistics.bayesian that implement RecursiveBayesianEstimator

Modifier and Type	Class and Description
class	AbstractKalmanFilter Contains fields useful to both Kalman filters and extended Kalman filters.
class	AbstractParticleFilter<ObservationType,ParameterType> Partial abstract implementation of ParticleFilter.
class	ExtendedKalmanFilter Implements the Extended Kalman Filter (EKF), which is an extension of the Kalman filter that allows nonlinear motion and observation models.
class	KalmanFilter A Kalman filter estimates the state of a dynamical system corrupted with white Gaussian noise with observations that are corrupted with white Gaussian noise.
class	SamplingImportanceResamplingParticleFilter<ObservationType,ParameterType> An implementation of the standard Sampling Importance Resampling particle filter.

Uses of RecursiveBayesianEstimator in gov.sandia.cognition.statistics.bayesian.conjugate

Subinterfaces of RecursiveBayesianEstimator in gov.sandia.cognition.statistics.bayesian.conjugate

Modifier and Type	Interface and Description
interface	ConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> A Bayesian Estimator that makes use of conjugate priors, which is a mathematical trick when the conditional and the prior result a posterior that is the same type as the prior.
interface	ConjugatePriorBayesianEstimatorPredictor<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> A conjugate prior estimator that also has a closed-form predictive posterior.

Classes in gov.sandia.cognition.statistics.bayesian.conjugate that implement RecursiveBayesianEstimator

Modifier and Type	Class and Description
class	AbstractConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> Partial implementation of ConjugatePriorBayesianEstimator that contains a initial belief (prior) distribution function.
class	BernoulliBayesianEstimator A Bayesian estimator for the parameter of a BernoulliDistribution using the conjugate prior BetaDistribution.
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	GammaInverseScaleBayesianEstimator A Bayesian estimator for the scale parameter of a Gamma distribution using the conjugate prior Gamma distribution for the inverse-scale (rate) of the Gamma.
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	UniformDistributionBayesianEstimator A Bayesian estimator for a conditional Uniform(0,theta) distribution using its conjugate prior Pareto distribution.
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