Conjugate

class cuqi.sampler.Conjugate(target)

Conjugate sampler

Sampler for sampling a posterior distribution where the likelihood and prior are conjugate.

Currently supported conjugate pairs are: - (Gaussian, Gamma) - (GMRF, Gamma) - (RegularizedGaussian, Gamma) with nonnegativity constraints only

For more information on conjugate pairs, see https://en.wikipedia.org/wiki/Conjugate_prior.

For implicit regularized Gaussians see:

[1] Everink, Jasper M., Yiqiu Dong, and Martin S. Andersen. “Bayesian inference with projected densities.” SIAM/ASA Journal on Uncertainty Quantification 11.3 (2023): 1025-1043.

__init__(target)

Methods

__init__(target)
step([x])