kumulant
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

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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.