gov.sandia.cognition.statistics.montecarlo

Interface MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,java.lang.Double>>

Type Parameters:

DataType - Type of data used as inputs by the target function

SampleType - Type of samples generated by the sampler

FunctionType - Type of Evaluator to sample from

All Superinterfaces:

java.lang.Cloneable, CloneableSerializable, java.io.Serializable

All Known Implementing Classes:

DirectSampler, ImportanceSampler

@PublicationReference(author="Wikipedia",
                      title="Monte Carlo method",
                      type=WebPage,
                      year=2010,
                      url="http://en.wikipedia.org/wiki/Monte_carlo_method")
public interface MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,java.lang.Double>>
extends CloneableSerializable

A sampling technique based on the Monte Carlo method.

Since:

3.0

Author:

Kevin R. Dixon

Method Summary

Modifier and Type	Method and Description
java.util.ArrayList<? extends SampleType>	sample(FunctionType targetFunction, java.util.Random random, int numSamples) Draws samples according to the distribution of the target function.

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Method Detail

sample

java.util.ArrayList<? extends SampleType> sample(FunctionType targetFunction,
                                                 java.util.Random random,
                                                 int numSamples)

Draws samples according to the distribution of the target function.

Parameters:

targetFunction - Target function that we want to generate samples.

random - Random-number generator.

numSamples - Number of samples to generate.

Returns:

Samples