Enum ConjugateDirichlet.ApproximationMethod
Approximation method to use for non-analytic expectations. Asymptotic: use expectations under the approximating Gamma distribution GaussHermiteQuadrature: Use Gauss-Hermite quadrature with 32 quadrature points ClenshawCurtisQuadrature: Use Clenshaw Curtis quadrature with an adaptive number of quadrature points
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public enum ApproximationMethodFields
| Name | Description |
|---|---|
| Asymptotic | Uses the approximation Gamma(Shape+K(D-1)/2,Rate-KDlogD) |
| ClenshawCurtisQuadrature | Clenshaw Curtis Quadrature |
| GaussHermiteQuadrature | Gaussian Hermite quadrature, using Asymptotic as the proposal distribution |
| GaussHermiteQuadratureLaplace | Gaussian Hermite quadrature, using Asymptotic as the proposal distribution if shape less than 1 and Laplace approximation as the proposal distribution otherwise |
| GaussLaguerreQuadrature | Gauss Laguerre Quadrature |