kumulant
kumulant/com.eignex.kumulant.bandit.univariate/ExponentialGammaPosterior

ExponentialGammaPosterior

@Serializable
@SerialName(value = "ExponentialGammaPosterior")
data object ExponentialGammaPosterior : Posterior<WeightedMeanResult> (source)

Gamma posterior over an Exponential rate.

Functions

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open override fun sample(snapshot: WeightedMeanResult, rng: Random): Double

Draw a single Monte Carlo sample of the arm's reward from its posterior.

sample

open override fun sample(snapshot: WeightedMeanResult, rng: Random): Double(source)

Draw a single Monte Carlo sample of the arm's reward from its posterior.