Package | Description |
---|---|
gov.sandia.cognition.learning.algorithm.hmm |
Provides hidden Markov model (HMM) algorithms.
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gov.sandia.cognition.learning.function.categorization |
Provides functions that output a discrete set of categories.
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gov.sandia.cognition.learning.function.cost |
Provides cost functions.
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gov.sandia.cognition.statistics |
Provides the inheritance hierarchy for general statistical methods and distributions.
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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.distribution |
Provides statistical distributions.
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gov.sandia.cognition.statistics.montecarlo |
Provides Monte Carlo procedures for numerical integration and sampling.
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Modifier and Type | Field and Description |
---|---|
protected ProbabilityFunction<ObservationType> |
ParallelHiddenMarkovModel.ObservationLikelihoodTask.distributionFunction
The PDF.
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Modifier and Type | Method and Description |
---|---|
ProbabilityFunction<ObservationType> |
ParallelBaumWelchAlgorithm.DistributionEstimatorTask.call() |
Modifier and Type | Method and Description |
---|---|
protected java.util.ArrayList<ProbabilityFunction<ObservationType>> |
BaumWelchAlgorithm.updateProbabilityFunctions(java.util.ArrayList<Vector> sequenceGammas)
Updates the probability function from the concatenated gammas from
all sequences
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protected java.util.ArrayList<ProbabilityFunction<ObservationType>> |
ParallelBaumWelchAlgorithm.updateProbabilityFunctions(java.util.ArrayList<Vector> sequenceGammas) |
Modifier and Type | Method and Description |
---|---|
static <ObservationType> |
HiddenMarkovModel.createRandom(java.util.Collection<? extends ProbabilityFunction<ObservationType>> distributions,
java.util.Random random)
Creates a Hidden Markov Model with the given probability function for
each state, but sampling the columns of the transition matrix and the
initial probability distributions from a diffuse Dirichlet.
|
Modifier and Type | Method and Description |
---|---|
WeightedValue<ProbabilityFunction<ObservationType>> |
MaximumAPosterioriCategorizer.getCategory(CategoryType category)
Gets the prior probability weight and conditional distribution for
the given category.
|
Modifier and Type | Method and Description |
---|---|
void |
MaximumAPosterioriCategorizer.addCategory(CategoryType category,
double mass,
ProbabilityFunction<ObservationType> conditional)
Adds the given category with the given mass (which is divided by the
masses of all categories to determine the prior probability weight)
and the distribution function
|
Modifier and Type | Field and Description |
---|---|
protected ProbabilityFunction<DataType> |
ParallelNegativeLogLikelihood.NegativeLogLikelihoodTask.probabilityFunction
Probability function to compute the log likelihood
|
Modifier and Type | Method and Description |
---|---|
static <DataType> double |
NegativeLogLikelihood.evaluate(ProbabilityFunction<DataType> f,
java.util.Collection<? extends DataType> data)
Evaluates the negative log-likelihood of the given collection of data
according to the given probability function.
|
Modifier and Type | Interface and Description |
---|---|
static interface |
DataDistribution.PMF<KeyType>
Interface for the probability mass function (PMF) of a data distribution.
|
interface |
ProbabilityDensityFunction<DataType>
Defines a probability density function.
|
interface |
ProbabilityMassFunction<DataType>
The
ProbabilityMassFunction interface defines the functionality of
a probability mass function. |
interface |
UnivariateProbabilityDensityFunction
A PDF that takes doubles as input.
|
Modifier and Type | Method and Description |
---|---|
ProbabilityFunction<DomainType> |
ComputableDistribution.getProbabilityFunction()
Gets the distribution function associated with this Distribution,
either the PDF or PMF.
|
Modifier and Type | Class and Description |
---|---|
class |
AdaptiveRejectionSampling.UpperEnvelope
Constructs the upper envelope for sampling.
|
Modifier and Type | Field and Description |
---|---|
protected ProbabilityFunction<ObservationType> |
DirichletProcessMixtureModel.conditionalPriorPredictive
Base predictive distribution that determines the value of the
new cluster weighting during the Gibbs sampling.
|
protected ProbabilityFunction<java.lang.Double> |
RejectionSampling.ScalarEstimator.MinimizerFunction.sampler
Sampler function
|
Modifier and Type | Field and Description |
---|---|
protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
ImportanceSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
|
protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
ImportanceSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
|
protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
RejectionSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
|
protected BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
RejectionSampling.DefaultUpdater.conjuctive
Defines the parameter that connects the conditional and prior
distributions.
|
Modifier and Type | Method and Description |
---|---|
ProbabilityFunction<ObservationType> |
DirichletProcessMixtureModel.Updater.createClusterPosterior(java.lang.Iterable<? extends ObservationType> values,
java.util.Random random)
Updates the cluster from the values assigned to it
|
ProbabilityFunction<ObservationType> |
DirichletProcessMixtureModel.Updater.createPriorPredictive(java.lang.Iterable<? extends ObservationType> data)
Creates the prior predictive distribution from the data.
|
ProbabilityFunction<? super ObservationType> |
DirichletProcessMixtureModel.DPMMCluster.getProbabilityFunction()
Getter for probabilityFunction
|
ProbabilityFunction<ParameterType> |
RejectionSampling.DefaultUpdater.getSampler()
Getter for sampler
|
Modifier and Type | Method and Description |
---|---|
BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
ImportanceSampling.DefaultUpdater.getConjuctive()
Getter for conjunctive
|
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
|
BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> |
RejectionSampling.DefaultUpdater.getConjuctive()
Getter for conjunctive
|
Modifier and Type | Method and Description |
---|---|
void |
DirichletProcessMixtureModel.DPMMCluster.setProbabilityFunction(ProbabilityFunction<? super ObservationType> probabilityFunction)
Setter for probabilityFunction
|
void |
RejectionSampling.DefaultUpdater.setSampler(ProbabilityFunction<ParameterType> sampler)
Setter for sampler
|
Modifier and Type | Method and Description |
---|---|
void |
ImportanceSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
|
void |
ImportanceSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
|
void |
RejectionSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
|
void |
RejectionSampling.DefaultUpdater.setConjuctive(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive)
Setter for conjunctive
|
Constructor and Description |
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DefaultUpdater(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive,
java.lang.Double scale,
ProbabilityFunction<ParameterType> sampler)
Creates a new instance of DefaultUpdater
|
DefaultUpdater(BayesianParameter<ParameterType,? extends ProbabilityFunction<ObservationType>,? extends ProbabilityFunction<ParameterType>> conjuctive,
ProbabilityFunction<ParameterType> sampler)
Creates a new instance of DefaultUpdater
|
DPMMCluster(java.util.Collection<? extends ObservationType> assignedData,
ProbabilityFunction<? super ObservationType> probabilityFunction)
Creates a new instance of DPMMCluster
|
MinimizerFunction(ProbabilityFunction<java.lang.Double> sampler)
Creates a new instance of MinimizerFunction
|
PDFLogEvaluator(ProbabilityFunction<java.lang.Double> function)
Creates a new instance of PDFLogEvaluator
|
Modifier and Type | Class and Description |
---|---|
static class |
BernoulliDistribution.PMF
PMF of the Bernoulli distribution.
|
static class |
BetaBinomialDistribution.PMF
PMF of the BetaBinomialDistribution
|
static class |
BetaDistribution.PDF
Beta distribution probability density function
|
static class |
BinomialDistribution.PMF
The Probability Mass Function of a binomial distribution.
|
static class |
CategoricalDistribution.PMF
PMF of the Categorical Distribution
|
static class |
CauchyDistribution.PDF
PDF of the CauchyDistribution.
|
static class |
ChineseRestaurantProcess.PMF
PMF of the Chinese Restaurant Process
|
static class |
ChiSquareDistribution.PDF
PDF of the Chi-Square distribution
|
static class |
DefaultDataDistribution.PMF<KeyType>
PMF of the DefaultDataDistribution
|
static class |
DeterministicDistribution.PMF
PMF of the deterministic distribution.
|
static class |
DirichletDistribution.PDF
PDF of the Dirichlet distribution.
|
static class |
ExponentialDistribution.PDF
PDF of the ExponentialDistribution.
|
static class |
GammaDistribution.PDF
Closed-form PDF of the Gamma distribution
|
static class |
GeometricDistribution.PMF
PMF of the Geometric distribution
|
static class |
InverseGammaDistribution.PDF
PDF of the inverseRootFinder-Gamma distribution.
|
static class |
InverseWishartDistribution.PDF
PDF of the Inverse-Wishart distribution, though I have absolutely no
idea why anybody would evaluate the PDF of an Inverse-Wishart...
|
static class |
LaplaceDistribution.PDF
The PDF of a Laplace Distribution.
|
static class |
LogisticDistribution.PDF
PDF of the LogisticDistribution
|
static class |
LogNormalDistribution.PDF
PDF of a Log-normal distribution
|
static class |
MixtureOfGaussians.PDF
PDF of the MixtureOfGaussians
|
static class |
MultinomialDistribution.PMF
Probability Mass Function of the Multinomial Distribution.
|
static class |
MultivariateGaussian.PDF
PDF of a multivariate Gaussian
|
static class |
MultivariateMixtureDensityModel.PDF<DistributionType extends ClosedFormComputableDistribution<Vector>>
PDF of the MultivariateMixtureDensityModel
|
static class |
MultivariatePolyaDistribution.PMF
PMF of the MultivariatePolyaDistribution
|
static class |
MultivariateStudentTDistribution.PDF
PDF of the MultivariateStudentTDistribution
|
static class |
NegativeBinomialDistribution.PMF
PMF of the NegativeBinomialDistribution.
|
static class |
NormalInverseGammaDistribution.PDF
PDF of the NormalInverseGammaDistribution
|
static class |
NormalInverseWishartDistribution.PDF
PDF of the normal inverse-Wishart distribution.
|
static class |
ParetoDistribution.PDF
PDF of the ParetoDistribution
|
static class |
PoissonDistribution.PMF
PMF of the PoissonDistribution.
|
static class |
ScalarDataDistribution.PMF
PMF of the ScalarDataDistribution
|
static class |
ScalarMixtureDensityModel.PDF
PDF of the SMDM
|
static class |
StudentTDistribution.PDF
Evaluator that computes the Probability Density Function (CDF) of
a Student-t distribution with a fixed number of degrees of freedom
|
static class |
UniformDistribution.PDF
Probability density function of a Uniform Distribution
|
static class |
UniformIntegerDistribution.PMF
Probability mass function of a discrete uniform distribution.
|
static class |
UnivariateGaussian.PDF
PDF of the underlying Gaussian.
|
static class |
WeibullDistribution.PDF
PDF of the Weibull distribution
|
static class |
YuleSimonDistribution.PMF
PMF of the Yule-Simon Distribution
|
Modifier and Type | Method and Description |
---|---|
ProbabilityFunction<DataType> |
ImportanceSampler.getImportanceDistribution()
Getter for importanceDistribution.
|
Modifier and Type | Method and Description |
---|---|
java.util.ArrayList<? extends DataType> |
DirectSampler.sample(ProbabilityFunction<DataType> targetFunction,
java.util.Random random,
int numSamples) |
void |
ImportanceSampler.setImportanceDistribution(ProbabilityFunction<DataType> importanceDistribution)
Setter for importanceDistribution.
|