trait HasConjugatePrior[Likelihood <: Density[T], T] extends ExponentialFamily[Likelihood, T]
Trait representing conjugate priors. See Dirichlet for an example.
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- abstract type ConjugatePrior <: Density[Parameter]
- abstract type Parameter
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- ExponentialFamily
- abstract type SufficientStatistic <: distributions.SufficientStatistic[SufficientStatistic]
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- ExponentialFamily
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- abstract val conjugateFamily: ExponentialFamily[ConjugatePrior, Parameter]
- abstract def distribution(p: Parameter)(implicit rand: RandBasis): Likelihood
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- abstract def emptySufficientStatistic: SufficientStatistic
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- abstract def likelihoodFunction(stats: SufficientStatistic): DiffFunction[Parameter]
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- abstract def mle(stats: SufficientStatistic): Parameter
- Definition Classes
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- abstract def posterior(prior: Parameter, evidence: TraversableOnce[T]): Parameter
Gives a new parameter for this conjugate prior after observing the evidence.
Gives a new parameter for this conjugate prior after observing the evidence. See Dirichlet for an example.
- abstract def predictive(parameter: Parameter)(implicit basis: RandBasis): Density[T]
Returns a distribtution over T's after integrating out the intermediate distributions.
- abstract def sufficientStatisticFor(t: T): SufficientStatistic
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- ExponentialFamily
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