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Random


final class Random<Value> < Expression<Value>(nil)

Random variate.

  • Value: Value type.

Random objects, like all Expression objects, are stateful. Random objects in the pilot state are considered variables, meaning that a call to grad() will compute gradients with respect to them, and a further call to move() will apply a Markov kernel to update their value. Random objects in the value state are considered constants.

Factory Functions

Name Description
Random Create a Random.

Assignments

Name Description
Value Value assignment.
Value? Optional assignment.

Member Variables

Name Description
p:Distribution<Value>? Associated distribution.
d:Value? Accumulated gradient.

Member Functions

Name Description
hasDistribution Does this have a distribution?
getDistribution Get the distribution.
hasGradient Does this have a gradient?
getGradient Get the gradient of an evaluated function with respect to this random variable at its current value.
assume Assume the distribution for the random variate.
setPilot Set a pilot value.

Factory Function Details

function Random<Value>() -> Random<Value>

Create a Random.

Member Function Details

assume

function assume(p:Distribution<Value>)

Assume the distribution for the random variate. When a value for the random variate is required, it will be simulated from this distribution and trigger an update on the delayed sampling graph.

  • p: The distribution.

getDistribution

function getDistribution() -> Distribution<Value>

Get the distribution.

getGradient

function getGradient() -> Value

Get the gradient of an evaluated function with respect to this random variable at its current value.

hasDistribution

function hasDistribution() -> Boolean

Does this have a distribution?

hasGradient

function hasGradient() -> Boolean

Does this have a gradient?

setPilot

function setPilot(gen:Integer, x:Value)

Set a pilot value.

  • x: Pilot value.