package gpr

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Module Make_variational_FIC.SamplerSource

Module for sampling single points from the posterior distribution

Sourcetype t

Type of sampler

Sourceval calc : ?predictive:bool -> Mean.t -> Variance.t -> t

calc ?predictive mean variance

  • returns

    sampler given mean and variance. If predictive is true, the samples will be noisy.

Sourceval sample : ?rng:Gsl.Rng.t -> t -> float

sample ?rng sampler

  • returns

    a sample from the posterior distribution given sampler and GSL random number generator rng.

  • parameter rng

    default = GSL default

Sourceval samples : ?rng:Gsl.Rng.t -> t -> n:int -> Lacaml.D.vec

samples ?rng sampler ~n

  • returns

    n samples from the posterior distribution given sampler.

  • parameter rng

    default = GSL default