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Stan
2.10.0
probability, sampling & optimization
|
Classes | |
class | advi |
Automatic Differentiation Variational Inference. More... | |
class | base_family |
class | normal_fullrank |
Variational family approximation with full-rank multivariate normal distribution. More... | |
class | normal_meanfield |
Variational family approximation with mean-field (diagonal covariance) multivariate normal distribution. More... | |
Functions | |
base_family | operator+ (base_family lhs, const base_family &rhs) |
base_family | operator/ (base_family lhs, const base_family &rhs) |
base_family | operator+ (double scalar, base_family rhs) |
base_family | operator* (double scalar, base_family rhs) |
normal_fullrank | operator+ (normal_fullrank lhs, const normal_fullrank &rhs) |
Return a new approximation resulting from adding the mean and covariance matrix Cholesky factor of the specified approximations. More... | |
normal_fullrank | operator/ (normal_fullrank lhs, const normal_fullrank &rhs) |
Return a new approximation resulting from elementwise division of of the first specified approximation by the second. More... | |
normal_fullrank | operator+ (double scalar, normal_fullrank rhs) |
Return a new approximation resulting from elementwise addition of the specified scalar to the mean and Cholesky factor of covariance entries for the specified approximation. More... | |
normal_fullrank | operator* (double scalar, normal_fullrank rhs) |
Return a new approximation resulting from elementwise multiplication of the specified scalar to the mean and Cholesky factor of covariance entries for the specified approximation. More... | |
normal_meanfield | operator+ (normal_meanfield lhs, const normal_meanfield &rhs) |
Return a new approximation resulting from adding the mean and log standard deviation of the specified approximations. More... | |
normal_meanfield | operator/ (normal_meanfield lhs, const normal_meanfield &rhs) |
Return a new approximation resulting from elementwise division of of the first specified approximation by the second. More... | |
normal_meanfield | operator+ (double scalar, normal_meanfield rhs) |
Return a new approximation resulting from elementwise addition of the specified scalar to the mean and log standard deviation entries of the specified approximation. More... | |
normal_meanfield | operator* (double scalar, normal_meanfield rhs) |
Return a new approximation resulting from elementwise multiplication of the specified scalar to the mean and log standard deviation vectors of the specified approximation. More... | |
base_family stan::variational::operator* | ( | double | scalar, |
base_family | rhs | ||
) |
normal_meanfield stan::variational::operator* | ( | double | scalar, |
normal_meanfield | rhs | ||
) |
Return a new approximation resulting from elementwise multiplication of the specified scalar to the mean and log standard deviation vectors of the specified approximation.
[in] | scalar | Scalar value |
[in] | rhs | Approximation. |
Definition at line 491 of file normal_meanfield.hpp.
normal_fullrank stan::variational::operator* | ( | double | scalar, |
normal_fullrank | rhs | ||
) |
Return a new approximation resulting from elementwise multiplication of the specified scalar to the mean and Cholesky factor of covariance entries for the specified approximation.
[in] | scalar | Scalar value |
[in] | rhs | Approximation. |
Definition at line 531 of file normal_fullrank.hpp.
base_family stan::variational::operator+ | ( | base_family | lhs, |
const base_family & | rhs | ||
) |
base_family stan::variational::operator+ | ( | double | scalar, |
base_family | rhs | ||
) |
normal_meanfield stan::variational::operator+ | ( | normal_meanfield | lhs, |
const normal_meanfield & | rhs | ||
) |
Return a new approximation resulting from adding the mean and log standard deviation of the specified approximations.
[in] | lhs | First approximation. |
[in] | rhs | Second approximation. |
std::domain_error | If the dimensionalities do not match. |
Definition at line 450 of file normal_meanfield.hpp.
normal_meanfield stan::variational::operator+ | ( | double | scalar, |
normal_meanfield | rhs | ||
) |
Return a new approximation resulting from elementwise addition of the specified scalar to the mean and log standard deviation entries of the specified approximation.
[in] | scalar | Scalar value |
[in] | rhs | Approximation. |
Definition at line 478 of file normal_meanfield.hpp.
normal_fullrank stan::variational::operator+ | ( | normal_fullrank | lhs, |
const normal_fullrank & | rhs | ||
) |
Return a new approximation resulting from adding the mean and covariance matrix Cholesky factor of the specified approximations.
[in] | lhs | First approximation. |
[in] | rhs | Second approximation. |
std::domain_error | If the dimensionalities do not match. |
Definition at line 492 of file normal_fullrank.hpp.
normal_fullrank stan::variational::operator+ | ( | double | scalar, |
normal_fullrank | rhs | ||
) |
Return a new approximation resulting from elementwise addition of the specified scalar to the mean and Cholesky factor of covariance entries for the specified approximation.
[in] | scalar | Scalar value |
[in] | rhs | Approximation. |
Definition at line 518 of file normal_fullrank.hpp.
base_family stan::variational::operator/ | ( | base_family | lhs, |
const base_family & | rhs | ||
) |
normal_meanfield stan::variational::operator/ | ( | normal_meanfield | lhs, |
const normal_meanfield & | rhs | ||
) |
Return a new approximation resulting from elementwise division of of the first specified approximation by the second.
[in] | lhs | First approximation. |
[in] | rhs | Second approximation. |
std::domain_error | If the dimensionalities do not match. |
Definition at line 464 of file normal_meanfield.hpp.
normal_fullrank stan::variational::operator/ | ( | normal_fullrank | lhs, |
const normal_fullrank & | rhs | ||
) |
Return a new approximation resulting from elementwise division of of the first specified approximation by the second.
[in] | lhs | First approximation. |
[in] | rhs | Second approximation. |
std::domain_error | If the dimensionalities do not match. |
Definition at line 505 of file normal_fullrank.hpp.