public abstract class AbstractProposalDistribution extends StatisticalModel implements ProposalDistribution
Modifier and Type | Field and Description |
---|---|
protected DblParamSet |
mixingParameter |
protected DblParamSet |
newParams |
protected DblParamSet |
oldParams |
adapter, FigureReporters, invertParameterDeclarations, LIKELIHOOD, NEG_LOG_LIKELIHOOD, paramListeners, Params, PosteriorParams, PREDICTION, priorParamListeners, PriorParams, SUM_NEG_LOG_LIKELIHOOD, usingDataSet
domainDimension, rangeDimension
Constructor and Description |
---|
AbstractProposalDistribution(StatisticalModel model)
The means of the Gaussians will be assumed to be the current
values in
|
Modifier and Type | Method and Description |
---|---|
DblMatrix |
getMixingParam(java.lang.String name) |
DblParamSet |
getMixingParams() |
DblParamSet |
negLogLikeNewGivenOld() |
DblParamSet |
negLogLikeOldGivenNew() |
abstract DblParamSet |
negLogPrior()
Returns the negative log of the prior probability of the current parameter set.
|
void |
replaceMixingParams(DblParamSet M) |
DblParamSet |
sample() |
DblParamSet |
sample(java.lang.String[] subset) |
DblParamSet |
samplePosterior()
Returns a sample from the posterior distribution of the parameters.
|
abstract DblParamSet |
samplePosterior(java.lang.String[] subset)
Returns a sample from the posterior distribution of the given
subset of parameters.
|
void |
setMixingParam(java.lang.String name,
DblMatrix x) |
void |
setMixingParams(DblParamSet M) |
void |
updateNewParams(DblParamSet params) |
void |
updateOldParams(DblParamSet params) |
about, addFigureReporter, addObjectToSample, addParameterChangeListener, declareIfNotParameter, declareIfNotPriorParameter, declareParameter, declareParameter, declarePriorParameter, declarePriorParameter, declareVariable, fireParameterAdded, fireParameterRemoved, fireParameterValueChanged, fireParameterValuesChanged, firePriorParameterAdded, firePriorParameterRemoved, firePriorParameterValueChanged, firePriorParameterValuesChanged, getDataAugment, getDataSet, getDataSetAdapter, getDeclaredParameters, getDeclaredPriorParameters, getDeclaredVariables, getFigureReporter, getFigureReporters, getIgnoreNaN, getMSE, getName, getNewObjectSample, getNewObjectSamples, getObjectSamplingOffered, getObjectsToSample, getParam, getParams, getPosteriorParam, getPosteriorParams, getPredictionAt, getPriorParam, getPriorParams, getValueAt, getValueAt, getValueAt, getValueToMinimize, getX, getY, hasParameter, hasPriorParameter, invertParameterDeclarations, isSamplingObject, isVectorBased, likelihood, mapName, negLogLikelihood, numParams, offerObjectSamplingFor, offersObjectSamplingFor, parameterSet, putNewObjectSample, removeAllParameterChangeListener, removeFigureReporter, removeObjectToSample, removeParameterChangeListener, replaceParams, replacePosteriorParams, replacePriorParams, residuals, revokeObjectSamplingFor, revokeParameter, revokePriorParameter, revokeVariable, setDataAugment, setDataSet, setIgnoreNaN, setName, setObjectsToSample, setParam, setParams, setPosteriorParam, setPosteriorParams, setPriorParam, setPriorParams, setValueToGet, setX, setY, sumNegLogLikelihood, unMapName, variableSet
domainDimension, plotOver, plotOver, rangeDimension
protected DblParamSet mixingParameter
protected DblParamSet newParams
protected DblParamSet oldParams
public AbstractProposalDistribution(StatisticalModel model)
public DblParamSet sample(java.lang.String[] subset)
sample
in interface ProposalDistribution
public DblParamSet sample()
sample
in interface ProposalDistribution
public void updateNewParams(DblParamSet params)
updateNewParams
in interface ProposalDistribution
public void updateOldParams(DblParamSet params)
updateOldParams
in interface ProposalDistribution
public DblParamSet samplePosterior()
StatisticalModel
samplePosterior
in class StatisticalModel
public abstract DblParamSet samplePosterior(java.lang.String[] subset)
StatisticalModel
samplePosterior
in class StatisticalModel
public abstract DblParamSet negLogPrior()
StatisticalModel
negLogPrior
in class StatisticalModel
public DblParamSet negLogLikeOldGivenNew()
negLogLikeOldGivenNew
in interface ProposalDistribution
public DblParamSet negLogLikeNewGivenOld()
negLogLikeNewGivenOld
in interface ProposalDistribution
public DblParamSet getMixingParams()
getMixingParams
in interface ProposalDistribution
public void setMixingParam(java.lang.String name, DblMatrix x)
setMixingParam
in interface ProposalDistribution
public DblMatrix getMixingParam(java.lang.String name)
getMixingParam
in interface ProposalDistribution
public void setMixingParams(DblParamSet M)
setMixingParams
in interface ProposalDistribution
public void replaceMixingParams(DblParamSet M)
replaceMixingParams
in interface ProposalDistribution
Copyright © 2011, 2013. Daniel P. Dougherty