Package | Description |
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gov.sandia.cognition.learning.data.feature |
Provides data feature extractors.
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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.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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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.
|
Constructor and Description |
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StandardDistributionNormalizer(UnivariateGaussian gaussian)
Creates a new instance of StandardDistributionNormalizer from the given
Gaussian.
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Modifier and Type | Method and Description |
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UnivariateGaussian |
ConfidenceWeightedBinaryCategorizer.evaluateAsGaussian(Vectorizable input)
Returns the univariate Gaussian distribution over the output of
the distribution of weight vectors times the input, with the
confidence that the categorizer was trained using.
|
UnivariateGaussian |
DefaultConfidenceWeightedBinaryCategorizer.evaluateAsGaussian(Vectorizable input) |
UnivariateGaussian |
DiagonalConfidenceWeightedBinaryCategorizer.evaluateAsGaussian(Vectorizable input) |
Modifier and Type | Method and Description |
---|---|
UnivariateGaussian |
BayesianLinearRegression.createConditionalDistribution(Vectorizable input,
Vector weights)
Creates the distribution from which the outputs are generated, given
the weights and the input to consider.
|
UnivariateGaussian |
BayesianRobustLinearRegression.createConditionalDistribution(Vectorizable input,
Vector weights)
Creates the distribution from which the outputs are generated, given
the weights and the input to consider.
|
UnivariateGaussian |
GaussianProcessRegression.PredictiveDistribution.evaluate(InputType input) |
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 UnivariateGaussian |
BayesianUtil.getMean(java.util.Collection<? extends java.lang.Double> samples)
Computes the Monte Carlo distribution of the given samples.
|
Modifier and Type | Method and Description |
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UnivariateGaussian |
UnivariateGaussianMeanBayesianEstimator.createPredictiveDistribution(UnivariateGaussian posterior)
Creates the predictive distribution from the given posterior.
|
Modifier and Type | Method and Description |
---|---|
double |
UnivariateGaussianMeanBayesianEstimator.computeEquivalentSampleSize(UnivariateGaussian belief) |
UnivariateGaussianMeanVarianceBayesianEstimator.Parameter |
UnivariateGaussianMeanVarianceBayesianEstimator.createParameter(UnivariateGaussian conditional,
NormalInverseGammaDistribution prior) |
UnivariateGaussianMeanBayesianEstimator.Parameter |
UnivariateGaussianMeanBayesianEstimator.createParameter(UnivariateGaussian conditional,
UnivariateGaussian prior) |
UnivariateGaussian |
UnivariateGaussianMeanBayesianEstimator.createPredictiveDistribution(UnivariateGaussian posterior)
Creates the predictive distribution from the given posterior.
|
void |
UnivariateGaussianMeanBayesianEstimator.update(UnivariateGaussian updater,
java.lang.Double data) |
Constructor and Description |
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Parameter(UnivariateGaussian conditional,
NormalInverseGammaDistribution prior)
Creates a new instance
|
Parameter(UnivariateGaussian conditional,
UnivariateGaussian prior)
Creates a new instance
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UnivariateGaussianMeanBayesianEstimator(double knownVariance,
UnivariateGaussian belief)
Creates a new instance of UnivariateGaussianMeanBayesianEstimator
|
UnivariateGaussianMeanBayesianEstimator(UnivariateGaussian conditional,
UnivariateGaussian prior)
Creates a new instance
|
UnivariateGaussianMeanVarianceBayesianEstimator(UnivariateGaussian conditional,
NormalInverseGammaDistribution prior)
Creates a new instance of UnivariateGaussianMeanVarianceBayesianEstimator
|
Constructor and Description |
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UnivariateGaussianMeanBayesianEstimator(BayesianParameter<java.lang.Double,UnivariateGaussian,UnivariateGaussian> parameter)
Creates a new instance
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UnivariateGaussianMeanBayesianEstimator(BayesianParameter<java.lang.Double,UnivariateGaussian,UnivariateGaussian> parameter)
Creates a new instance
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UnivariateGaussianMeanVarianceBayesianEstimator(BayesianParameter<Vector,UnivariateGaussian,NormalInverseGammaDistribution> parameter)
Creates a new instance of UnivariateGaussianMeanVarianceBayesianEstimator
|
Modifier and Type | Class and Description |
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static class |
UnivariateGaussian.CDF
CDF of the underlying Gaussian.
|
static class |
UnivariateGaussian.CDF.Inverse
Inverts the CumulativeDistribution function.
|
static class |
UnivariateGaussian.PDF
PDF of the underlying Gaussian.
|
Modifier and Type | Method and Description |
---|---|
UnivariateGaussian |
UnivariateGaussian.clone() |
UnivariateGaussian |
UnivariateGaussian.convolve(UnivariateGaussian other)
Convolves this Gaussian with the other Gaussian.
|
UnivariateGaussian |
UnivariateGaussian.times(UnivariateGaussian other)
Multiplies this Gaussian with the other Gaussian.
|
Modifier and Type | Method and Description |
---|---|
UnivariateGaussian |
UnivariateGaussian.convolve(UnivariateGaussian other)
Convolves this Gaussian with the other Gaussian.
|
void |
UnivariateGaussian.SufficientStatistic.create(UnivariateGaussian distribution) |
UnivariateGaussian |
UnivariateGaussian.times(UnivariateGaussian other)
Multiplies this Gaussian with the other Gaussian.
|
Constructor and Description |
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CDF(UnivariateGaussian other)
Copy constructor
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Inverse(UnivariateGaussian other)
Copy constructor
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PDF(UnivariateGaussian other)
Copy constructor
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UnivariateGaussian(UnivariateGaussian other)
Copy constructor
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Modifier and Type | Method and Description |
---|---|
static UnivariateGaussian |
MultivariateCumulativeDistributionFunction.compute(Vector input,
Distribution<Vector> distribution,
java.util.Random random,
double probabilityTolerance)
Computes a multi-variate cumulative distribution for a given input
according to the given distribution.
|