Likelihood

class cuqi.likelihood.Likelihood(distribution, data)

Likelihood function defined from a conditional distribution and some observed data.

The parameters of the likelihood function is defined as the conditioning variables of a conditional distribution.

The geometry is automatically determined from the model of data distribution. Generates instance of cuqi.likelihood.Likelihood

Parameters:

• distribution (Distribution) –

  Distribution to create likelihood from.

• data (CUQIarray or array_like) –

  Observation to create likelihood from.

__init__(distribution, data)

Methods

__init__(distribution, data)
disable_FD()	Call disable_FD of the underlying distribution
enable_FD([epsilon])	Call enable_FD of the underlying distribution
get_parameter_names()	Return parameter names of likelihood
gradient(*args, **kwargs)	Returns the gradient of the log density at x.
logd(*args, **kwargs)	Evaluates the un-normalized log density function given a set of parameters.

Attributes

FD_enabled	Return FD_enabled of the likelihood from the underlying distribution
FD_epsilon	Return FD_epsilon of the likelihood from the underlying distribution
dim	Return dimension of likelihood
fun_shape	Return function space shape of likelihood
geometry	Return geometry of likelihood
model	Extract model from data distribution.
name	Return name of likelihood
par_shape	Return parameter shape of likelihood