io.improbable.keanu.algorithms.mcmc.nuts

Class LeapfrogState

java.lang.Object

io.improbable.keanu.algorithms.mcmc.nuts.LeapfrogState

public class LeapfrogState
extends java.lang.Object

Leapfrog performs a movement through physical space with the introduction of a velocity variable. This is required for sampling in NUTS.

Constructor Summary

Constructors

Constructor and Description
LeapfrogState(java.util.Map<VariableReference,DoubleTensor> position, java.util.Map<VariableReference,DoubleTensor> momentum, java.util.Map<? extends VariableReference,DoubleTensor> gradient, double logProb, Potential potential)

Method Summary

Methods inherited from class java.lang.Object

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

Constructor Detail

LeapfrogState

public LeapfrogState(java.util.Map<VariableReference,DoubleTensor> position,
                     java.util.Map<VariableReference,DoubleTensor> momentum,
                     java.util.Map<? extends VariableReference,DoubleTensor> gradient,
                     double logProb,
                     Potential potential)

Parameters:

position - the position of the variables

momentum - the velocity of the variables

gradient - the gradient of the variables

logProb - the log probability at the position

potential - the potential to use for calculating velocity and kinetic energy