gov.sandia.cognition.statistics.bayesian

Interface RejectionSampling.Updater<ObservationType,ParameterType>

Type Parameters:

ObservationType - Type of observation

ParameterType - Type of parameters to infer

All Superinterfaces:

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

All Known Implementing Classes:

RejectionSampling.DefaultUpdater

Enclosing class:

RejectionSampling<ObservationType,ParameterType>

public static interface RejectionSampling.Updater<ObservationType,ParameterType>
extends CloneableSerializable

Updater for ImportanceSampling

Method Summary

Modifier and Type	Method and Description
double	computeAcceptanceProbability(ParameterType parameter, java.lang.Iterable<? extends ObservationType> data) Computes the probability of accepting the parameter for the given data.
ParameterType	makeProposal(java.util.Random random) Samples from the parameter prior

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

clone

Method Detail

computeAcceptanceProbability

double computeAcceptanceProbability(ParameterType parameter,
                                    java.lang.Iterable<? extends ObservationType> data)

Computes the probability of accepting the parameter for the given data.

Parameters:

parameter - Parameter to consider

data - Data to consider.

Returns:

Probability of accepting the parameter

makeProposal

ParameterType makeProposal(java.util.Random random)

Samples from the parameter prior

Parameters:

random - Random number generator.

Returns:

Location of the proposed sample