cmp::prior::Product Class Reference

Represents the product (sum of logs) of two independent prior distributions. More...

#include <prior++.h>

Inheritance diagram for cmp::prior::Product:

Collaboration diagram for cmp::prior::Product:

Public Member Functions
	Product ()=default
	Product (const Product &)=default
	Product (Product &&)=default
Product &	operator= (const Product &)=default
Product &	operator= (Product &&)=default
	Product (std::shared_ptr< Prior > p1, std::shared_ptr< Prior > p2)
double	eval (const Eigen::VectorXd &par) const
double	evalGradient (const Eigen::VectorXd &par, const size_t &i) const
double	evalHessian (const Eigen::VectorXd &par, const size_t &i, const size_t &j) const
Public Member Functions inherited from cmp::prior::Prior
virtual	~Prior ()=default

Static Public Member Functions
static std::shared_ptr< Prior >	make (std::shared_ptr< Prior > p1, std::shared_ptr< Prior > p2)

Private Attributes
std::shared_ptr< Prior >	leftPrior_
	Left factor independent prior.
std::shared_ptr< Prior >	rightPrior_
	Right factor independent prior.

Detailed Description

Represents the product (sum of logs) of two independent prior distributions.

Mathematical Formulation For independent priors \( p_1(\theta) \) and \( p_2(\theta) \), the joint prior is:

\[ \log p(\theta) = \log p_1(\theta) + \log p_2(\theta) \]

Derivatives are additive due to the linearity of differentiation:

\[ \nabla_i \log p(\theta) = \nabla_i \log p_1(\theta) + \nabla_i \log p_2(\theta) \]

\[ \mathcal{H}_{ij} \log p(\theta) = \mathcal{H}_{ij} \log p_1(\theta) + \mathcal{H}_{ij} \log p_2(\theta) \]

Implementation Algorithm Evaluates the log-prior, gradient, and Hessian by summing the results of the leftPrior_ and rightPrior_ objects.

Constructor & Destructor Documentation

Product() [1/4]

cmp::prior::Product::Product ( )

default

Product() [2/4]

cmp::prior::Product::Product ( const Product &  )

default

Product() [3/4]

cmp::prior::Product::Product ( Product &&  )

default

Product() [4/4]

cmp::prior::Product::Product ( std::shared_ptr< Prior >  p1, std::shared_ptr< Prior >  p2  )

inline

Member Function Documentation

eval()

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

inlinevirtual

Implements cmp::prior::Prior.

evalGradient()

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

inlinevirtual

Implements cmp::prior::Prior.

evalHessian()

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

inlinevirtual

Implements cmp::prior::Prior.

make()

static std::shared_ptr< Prior > cmp::prior::Product::make ( std::shared_ptr< Prior >  p1, std::shared_ptr< Prior >  p2  )

inlinestatic

operator=() [1/2]

Product & cmp::prior::Product::operator= ( const Product &  )

default

operator=() [2/2]

Product & cmp::prior::Product::operator= ( Product &&  )

default

Member Data Documentation

leftPrior_

std::shared_ptr<Prior> cmp::prior::Product::leftPrior_

private

Left factor independent prior.

rightPrior_

std::shared_ptr<Prior> cmp::prior::Product::rightPrior_

private

Right factor independent prior.

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

• include/prior++.h