gov.sandia.cognition.statistics.montecarlo
Interface MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,Double>>

Type Parameters:
DataType - Type of data used as inputs by the target function
SampleType - Type of samples generated by the sampler
FunctionType - Type of Evaluator to sample from
All Superinterfaces:
Cloneable, CloneableSerializable, Serializable
All Known Implementing Classes:
DirectSampler, ImportanceSampler

@PublicationReference(author="Wikipedia",
                      title="Monte Carlo method",
                      type=WebPage,
                      year=2010,
                      url="http://en.wikipedia.org/wiki/Monte_carlo_method")
public interface MonteCarloSampler<DataType,SampleType,FunctionType extends Evaluator<? super DataType,Double>>
extends CloneableSerializable

A sampling technique based on the Monte Carlo method.

Since:
3.0
Author:
Kevin R. Dixon

Method Summary
 ArrayList<? extends SampleType> sample(FunctionType targetFunction, Random random, int numSamples)
          Draws samples according to the distribution of the target function.
 
Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable
clone
 

Method Detail

sample

ArrayList<? extends SampleType> sample(FunctionType targetFunction,
                                       Random random,
                                       int numSamples)
Draws samples according to the distribution of the target function.

Parameters:
targetFunction - Target function that we want to generate samples.
random - Random-number generator.
numSamples - Number of samples to generate.
Returns:
Samples