Class GibbsMarginal<TDist, T>

Gibbs marginal - wraps underlying estimator, provides burn-in and thinning, and maintains thinned samples and conditionals

Inheritance
Object
GibbsMarginal<TDist, T>
Implements
Estimator<TDist>
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
[Quality(QualityBand.Preview)]
public class GibbsMarginal<TDist, T> : IsDistributionWrapper, Estimator<TDist> where TDist : IDistribution<T>, Sampleable<T>
Type Parameters
Name Description
TDist

The distribution type
T

The domain type

Constructors

GibbsMarginal(TDist, Int32, Int32, Boolean, Boolean, Boolean)

Constructor from a distribution prototype, and burn in and thin parameters

Declaration
public GibbsMarginal(TDist distPrototype, int burnIn, int thin, bool estimateMarginal, bool collectSamples, bool collectDistributions)
Parameters
Type Name Description
TDist distPrototype

Prototype distribution
Int32 burnIn

Burn in - number of sample discarded initially
Int32 thin

Thinning parameter - only every 'thin' samples returned
Boolean estimateMarginal
Boolean collectSamples
Boolean collectDistributions

GibbsMarginal(GibbsMarginal<TDist, T>)

Copy constructor.

Declaration
public GibbsMarginal(GibbsMarginal<TDist, T> that)
Parameters
Type Name Description
GibbsMarginal<TDist, T> that
Remarks

This does a soft copy of the estimator and sample and conditional lists

Fields

LastConditional

Last conditional distribution added. If no conditionals, returns uniform

Declaration
public TDist LastConditional
Field Value
Type Description
TDist

LastSample

Last sample added. If no samples, returns default(T)

Declaration
public T LastSample
Field Value
Type Description
T

Properties

Conditionals

Thinned conditionals

Declaration
public IList<TDist> Conditionals { get; }
Property Value
Type Description
IList<TDist>

Distribution

The marginal

Declaration
public TDist Distribution { get; }
Property Value
Type Description
TDist

Estimator

The embedded estimator

Declaration
public Estimator<TDist> Estimator { get; }
Property Value
Type Description
Estimator<TDist>

Samples

Thinned samples

Declaration
public IList<T> Samples { get; }
Property Value
Type Description
IList<T>

Methods

Clear()

Clears out all the samples and clears the accumulators

Declaration
public void Clear()

GetDistribution(TDist)

Get the estimated distribution from the samples

Declaration
public TDist GetDistribution(TDist result)
Parameters
Type Name Description
TDist result
Returns
Type Description
TDist

PostUpdate()

Perform an update by adding a sample from the last conditional

Declaration
public void PostUpdate()

ToString()

Shows the GibbsMarginal in string form

Declaration
public override string ToString()
Returns
Type Description
String
Overrides

Implements