Struct opensrdk_probability::variational::stein::SteinVariational

pub struct SteinVariational<'a, L, P, A, B, K>where
    L: Distribution<Value = A, Condition = B> + ConditionDifferentiableDistribution,
    P: Distribution<Value = B, Condition = ()> + ValueDifferentiableDistribution,
    A: RandomVariable,
    B: RandomVariable,
    K: PositiveDefiniteKernel<Vec<f64>> + ValueDifferentiableKernel<Vec<f64>>,{ /* private fields */ }

Adjust samples {b} from posterior p(b|a) with likelihood p(a|b) and prior p(b)

Implementations

impl<'a, L, P, A, B, K> SteinVariational<'a, L, P, A, B, K>where
L: Distribution<Value = A, Condition = B> + ConditionDifferentiableDistribution,
P: Distribution<Value = B, Condition = ()> + ValueDifferentiableDistribution,
A: RandomVariable,
B: RandomVariable,
K: PositiveDefiniteKernel<Vec<f64>> + ValueDifferentiableKernel<Vec<f64>>,

pub fn new(
value: &'a A,
likelihood: &'a L,
prior: &'a P,
kernel: &'a K,
kernel_params: &'a [f64],
samples: &'a mut ContinuousSamplesDistribution<Vec<f64>>
) -> Self

pub fn samples(&mut self) -> &mut ContinuousSamplesDistribution<Vec<f64>>

pub fn direction(&self, theta: &B) -> Result<Vec<f64>, DistributionError>