io.improbable.keanu.algorithms.mcmc.nuts

Class AdaptiveQuadraticPotential

java.lang.Object

io.improbable.keanu.algorithms.mcmc.nuts.AdaptiveQuadraticPotential

All Implemented Interfaces:

Potential

public class AdaptiveQuadraticPotential
extends java.lang.Object
implements Potential

Constructor Summary

Constructors

Constructor and Description
AdaptiveQuadraticPotential(double initialMean, double initialVariance, double initialWeight, int adaptionWindowSize)

Method Summary

Modifier and Type	Method and Description
double	getKineticEnergy(java.util.Map<VariableReference,DoubleTensor> momentum, java.util.Map<VariableReference,DoubleTensor> velocity)
java.util.Map<VariableReference,DoubleTensor>	getVelocity(java.util.Map<VariableReference,DoubleTensor> momentum)
void	initialize(java.util.Map<VariableReference,DoubleTensor> shapeLike)
java.util.Map<VariableReference,DoubleTensor>	randomMomentum(KeanuRandom random)
void	update(java.util.Map<VariableReference,DoubleTensor> position)

Methods inherited from class java.lang.Object

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

Constructor Detail

AdaptiveQuadraticPotential

public AdaptiveQuadraticPotential(double initialMean,
                                  double initialVariance,
                                  double initialWeight,
                                  int adaptionWindowSize)

Method Detail

initialize

public void initialize(java.util.Map<VariableReference,DoubleTensor> shapeLike)

Specified by:

initialize in interface Potential

update

public void update(java.util.Map<VariableReference,DoubleTensor> position)

Specified by:

update in interface Potential

randomMomentum

public java.util.Map<VariableReference,DoubleTensor> randomMomentum(KeanuRandom random)

Specified by:

randomMomentum in interface Potential

getVelocity

public java.util.Map<VariableReference,DoubleTensor> getVelocity(java.util.Map<VariableReference,DoubleTensor> momentum)

Specified by:

getVelocity in interface Potential

getKineticEnergy

public double getKineticEnergy(java.util.Map<VariableReference,DoubleTensor> momentum,
                               java.util.Map<VariableReference,DoubleTensor> velocity)

Specified by:

getKineticEnergy in interface Potential