kumulant

com.eignex.kumulant/bandit/univariate/PoissonGammaPosterior

PoissonGammaPosterior

@Serializable

@SerialName(value = "PoissonGammaPosterior")

data object PoissonGammaPosterior : Posterior<WeightedMeanResult> (source)

Gamma posterior over a Poisson rate: Gamma(sum, totalWeights).

Functions

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.