Package gov.sandia.cognition.statistics.bayesian.conjugate

Provides Bayesian estimation routines based on conjugate prior distribution of parameters of specific conditional distributions.

See:
          Description

Interface Summary
ConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> A Bayesian Estimator that makes use of conjugate priors, which is a mathematical trick when the conditional and the prior result a posterior that is the same type as the prior.
ConjugatePriorBayesianEstimatorPredictor<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> A conjugate prior estimator that also has a closed-form predictive posterior.
 

Class Summary
AbstractConjugatePriorBayesianEstimator<ObservationType,ParameterType,ConditionalType extends ClosedFormDistribution<ObservationType>,BeliefType extends ClosedFormDistribution<ParameterType>> Partial implementation of ConjugatePriorBayesianEstimator that contains a initial belief (prior) distribution function.
BernoulliBayesianEstimator A Bayesian estimator for the parameter of a BernoulliDistribution using the conjugate prior BetaDistribution.
BernoulliBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
BinomialBayesianEstimator A Bayesian estimator for the parameter of a Bernoulli parameter, p, of a BinomialDistribution using the conjugate prior BetaDistribution.
BinomialBayesianEstimator.Parameter Parameter of this relationship
ExponentialBayesianEstimator Conjugate prior Bayesian estimator of the "rate" parameter of an Exponential distribution using the conjugate prior Gamma distribution.
ExponentialBayesianEstimator.Parameter Bayesian parameter describing this conjugate relationship.
GammaInverseScaleBayesianEstimator A Bayesian estimator for the scale parameter of a Gamma distribution using the conjugate prior Gamma distribution for the inverse-scale (rate) of the Gamma.
GammaInverseScaleBayesianEstimator.Parameter Bayesian parameter describing this conjugate relationship.
MultinomialBayesianEstimator A Bayesian estimator for the parameters of a MultinomialDistribution using its conjugate prior distribution, the DirichletDistribution.
MultinomialBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
MultivariateGaussianMeanBayesianEstimator Bayesian estimator for the mean of a MultivariateGaussian using its conjugate prior, which is also a MultivariateGaussian.
MultivariateGaussianMeanBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
MultivariateGaussianMeanCovarianceBayesianEstimator Performs robust estimation of both the mean and covariance of a MultivariateGaussian conditional distribution using the conjugate prior Normal-Inverse-Wishart distribution.
MultivariateGaussianMeanCovarianceBayesianEstimator.Parameter Parameter for this conjugate prior estimator.
PoissonBayesianEstimator A Bayesian estimator for the parameter of a PoissonDistribution using the conjugate prior GammaDistribution.
PoissonBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
UniformDistributionBayesianEstimator A Bayesian estimator for a conditional Uniform(0,theta) distribution using its conjugate prior Pareto distribution.
UniformDistributionBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
UnivariateGaussianMeanBayesianEstimator Bayesian estimator for the mean of a UnivariateGaussian using its conjugate prior, which is also a UnivariateGaussian.
UnivariateGaussianMeanBayesianEstimator.Parameter Parameter of this conjugate prior relationship.
UnivariateGaussianMeanVarianceBayesianEstimator Computes the mean and variance of a univariate Gaussian using the conjugate prior NormalInverseGammaDistribution
UnivariateGaussianMeanVarianceBayesianEstimator.Parameter Parameter for this conjugate prior estimator.
 

Package gov.sandia.cognition.statistics.bayesian.conjugate Description

Provides Bayesian estimation routines based on conjugate prior distribution of parameters of specific conditional distributions.

Since:
3.0
Author:
Kevin R. Dixon