cmp::prior::Prior Class Reference

Base class for prior probability distributions. More...

#include <prior++.h>

Inheritance diagram for cmp::prior::Prior:

Public Member Functions
virtual	~Prior ()=default
virtual double	eval (const Eigen::VectorXd &par) const =0
virtual double	evalGradient (const Eigen::VectorXd &par, const size_t &i) const =0
virtual double	evalHessian (const Eigen::VectorXd &par, const size_t &i, const size_t &j) const =0

Detailed Description

Base class for prior probability distributions.

Mathematical Formulation Represents a log-prior probability density function \( \log p(\theta) \) over parameters \( \theta \in \mathbb{R}^d \). Provides virtual interfaces for evaluation, gradient, and Hessian computation:

• Value: \( f(\theta) = \log p(\theta) \)
• Gradient: \( \nabla_i f(\theta) = \frac{\partial \log p(\theta)}{\partial \theta_i} \)

• Hessian: \( \mathcal{H}_{ij} f(\theta) = \frac{\partial^2 \log p(\theta)}{\partial \theta_i \partial \theta_j} \)

  Implementation Algorithm Pure virtual interface specifying the contract for prior evaluation. Concrete subclasses must implement eval, evalGradient, and evalHessian.

Constructor & Destructor Documentation

~Prior()

virtual cmp::prior::Prior::~Prior ( )

virtualdefault

Member Function Documentation

eval()

virtual double cmp::prior::Prior::eval ( const Eigen::VectorXd &  par ) const

pure virtual

Implemented in cmp::prior::Product, cmp::prior::Uniform, and cmp::prior::FromDistribution< DistType >.

evalGradient()

virtual double cmp::prior::Prior::evalGradient ( const Eigen::VectorXd &  par, const size_t &  i  ) const

pure virtual

Implemented in cmp::prior::Product, cmp::prior::Uniform, and cmp::prior::FromDistribution< DistType >.

evalHessian()

virtual double cmp::prior::Prior::evalHessian ( const Eigen::VectorXd &  par, const size_t &  i, const size_t &  j  ) const

pure virtual

Implemented in cmp::prior::Product, cmp::prior::Uniform, and cmp::prior::FromDistribution< DistType >.

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The documentation for this class was generated from the following file:

• include/prior++.h