package sampling

Package Members

  1. package algorithms
  2. package evaluators
  3. package loggers
  4. package proposals

Type Members

  1. trait DistributionEvaluator[A] extends AnyRef

    a probability or density

  2. trait GradientEvaluator[A] extends AnyRef

    gradient evaluator, used together with DistributionEvaluator

  3. trait MarkovChain[A] extends AnyRef

    basic Markov Chain trait: provides a next sample

  4. trait ProposalGenerator[A] extends AnyRef

    proposal distribution sampler for Metropolis-Hastings MCMC

  5. trait SymmetricTransitionRatio[A] extends TransitionRatio[A]

    symmetric transition: equal forward and backward transition probability

  6. trait TransitionProbability[A] extends TransitionRatio[A]

    expresses transition probability between two states

  7. trait TransitionRatio[A] extends AnyRef

    ratio of forward and backwards proposal probability/density