Struct opensrdk_probability::mcmc::metropolis::MetropolisSampler

pub struct MetropolisSampler<'a, L, P, A, B, PD>where
    L: Distribution<Value = A, Condition = B>,
    P: Distribution<Value = B, Condition = ()>,
    A: RandomVariable,
    B: RandomVariable,
    PD: SampleableDistribution<Value = B, Condition = B>,{ /* 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, PD> MetropolisSampler<'a, L, P, A, B, PD>where
L: Distribution<Value = A, Condition = B>,
P: Distribution<Value = B, Condition = ()>,
A: RandomVariable,
B: RandomVariable,
PD: SampleableDistribution<Value = B, Condition = B>,

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

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