Struct opensrdk_probability::mcmc::hamiltonian::HamiltonianSampler

pub struct HamiltonianSampler<'a, L, P, A, B>where
    L: Distribution<Value = A, Condition = B> + ConditionDifferentiableDistribution,
    P: Distribution<Value = B, Condition = ()> + ValueDifferentiableDistribution,
    A: RandomVariable,
    B: RandomVariable,{ /* private fields */ }

Sample b from posterior p(b|a) with likelihood p(a|b) and prior p(b)

Implementations

impl<'a, L, P, A, B> HamiltonianSampler<'a, L, P, A, B>where
L: Distribution<Value = A, Condition = B> + ConditionDifferentiableDistribution,
P: Distribution<Value = B, Condition = ()> + ValueDifferentiableDistribution,
A: RandomVariable,
B: RandomVariable,

pub fn new(value: &'a A, likelihood: &'a L, prior: &'a P) -> Self

pub fn sample(&self, rng: &mut dyn RngCore) -> Result<B, DistributionError>