Interface MetropolisHastings.ProposalDensityFunction

  • Enclosing class:
    MetropolisHastings

    public static interface MetropolisHastings.ProposalDensityFunction
    Defines the density of a proposal function, i.e. a function that gives the unnormalized probability density of transitioning from one state to another.
    • Method Detail

      • evaluate

        double evaluate​(Vector x,
                        Vector y)
        Evaluates the density at the given points.
        Parameters:
        x - the state from which we transition from
        y - the state which we transition to
        Returns:
        the unnormalized probability density of moving from x to y