gov.sandia.cognition.statistics.bayesian

Class RejectionSampling.ScalarEstimator<ObservationType>

java.lang.Object

gov.sandia.cognition.statistics.bayesian.RejectionSampling.ScalarEstimator<ObservationType>

Type Parameters:

ObservationType - Type of observations to use.

Enclosing class:

RejectionSampling<ObservationType,ParameterType>

public static class RejectionSampling.ScalarEstimator<ObservationType>
extends java.lang.Object

Routine for estimating the minimum scalar needed to envelop the conjunctive distribution.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	RejectionSampling.ScalarEstimator.MinimizerFunction Minimization function that measures the difference between the logarithm of the sampler function minus the logarithm of the conjunctive distribution.

Constructor Summary

Constructors

Constructor and Description
ScalarEstimator(BayesianParameter<java.lang.Double,? extends ProbabilityFunction<ObservationType>,? extends UnivariateProbabilityDensityFunction> conjunctive, java.lang.Iterable<? extends ObservationType> data) Creates a new instance of ScalarEstimator

Method Summary

Modifier and Type	Method and Description
double	estimateScalarFactor(UnivariateProbabilityDensityFunction sampler) Estimates the minimum scalar needed for the sampler distribution to envelope the conjunctive distribution
double	logConjunctive(java.lang.Double parameter) Computes the logarithm of the conjunctive likelihood for the given parameter

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ScalarEstimator

public ScalarEstimator(BayesianParameter<java.lang.Double,? extends ProbabilityFunction<ObservationType>,? extends UnivariateProbabilityDensityFunction> conjunctive,
                       java.lang.Iterable<? extends ObservationType> data)

Creates a new instance of ScalarEstimator

Parameters:

conjunctive - Defines the parameter that connects the conditional and prior distributions.

data - Data to consider

Method Detail

logConjunctive

public double logConjunctive(java.lang.Double parameter)

Computes the logarithm of the conjunctive likelihood for the given parameter

Parameters:

parameter - Parameter to update.

Returns:

Logarithm of the conjunctive likelihood for the given parameter

estimateScalarFactor

public double estimateScalarFactor(UnivariateProbabilityDensityFunction sampler)

Estimates the minimum scalar needed for the sampler distribution to envelope the conjunctive distribution

Parameters:

sampler - Distribution from which we sample and envelop the conjunctive distribution.

Returns:

Minimum scalar needed for the sampler distribution to envelope the conjunctive distribution