Upkeep.h File Reference

Upkeep (decisions.md [upkeep], [rao-blackwellized-core]): the actions Resample, Roughen, PruneBelow, PruneTail, PruneToSize, Subdivide, FloorModes, and RepairCovariance, the triggers When, WhenEss, and WhenSize that run them, the Sequence that runs them all, and None, which a caller applies to a filter's state between steps or gives the filter to run by maintain(). More...

#include <concepts>
#include <cstddef>
#include <expected>
#include <optional>
#include <random>
#include <tuple>
#include <type_traits>
#include <utility>
#include <variant>
#include <EmrysFilter/Core/Execution.h>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Multiply.h>
#include <EmrysFilter/Core/NumericError.h>
#include <EmrysFilter/Distributions/Categorical.h>
#include <EmrysFilter/Distributions/Mixture.h>
#include <EmrysFilter/Distributions/ParticleSet.h>
#include <EmrysFilter/Core/Resampling.h>
#include <EmrysFilter/Distributions/Roots.h>
#include <EmrysFilter/Distributions/SampleSet.h>
#include <EmrysFilter/Distributions/Sampling.h>
#include <EmrysFilter/Distributions/Statistics.h>
#include <EmrysFilter/Core/Weights.h>

Go to the source code of this file.

Classes
class	Emrys::upkeep::Resample< G, Resampler_, Policy_ >
	Action that resamples a set in proportion to its weights, drawing from the generator G with the resampler Resampler_ (systematic by default) under the execution policy Policy_ (sequential by default), to a given size if one is given and to the set's size otherwise. More...
class	Emrys::upkeep::Roughen< G, Scalar_, Policy_ >
	Action that moves each particle by an independent draw from a Gaussian kernel, to restore the diversity resampling removes: the regularized particle filter. More...
struct	Emrys::upkeep::When< Predicate, Actions >
	Trigger that runs its actions when its predicate holds for the state: the general trigger, of which WhenEss and WhenSize are two. More...
struct	Emrys::upkeep::None
	The upkeep a filter holds when it is given none: it takes any state, changes nothing, and returns false, so that maintain() can be called on every filter (decisions.md [upkeep]). More...
struct	Emrys::upkeep::PruneBelow< Scalar_ >
	Action that removes every point whose normalized probability is below probability, renormalizing the rest; the most probable point is always kept. More...
struct	Emrys::upkeep::PruneTail< Scalar_ >
	Action that removes the least probable points, as many as can be while their combined probability stays below fraction, renormalizing the rest. More...
struct	Emrys::upkeep::PruneToSize
	Action that removes the least probable points until at most maxSize remain, renormalizing the rest. More...
struct	Emrys::upkeep::Subdivide
	Action that splits every point into factor points along each axis, sharing its probability equally. More...
struct	Emrys::upkeep::FloorModes< Scalar_ >
	Action that raises every mode less probable than probability to it, scaling the others down to keep the sum one, so that no mode is ruled out for good. More...
struct	Emrys::upkeep::RepairCovariance< Repair_ >
	Action that repairs every covariance of the state that is not positive definite, by the Repair Repair_ (roots::Ridge by default), so that its density can be read. More...

Namespaces
namespace	Emrys::upkeep
	The upkeep operations, each made by its factory (decisions.md [policy-factories], [upkeep]): the actions resample(), roughen(), pruneBelow(), pruneTail(), pruneToSize(), subdivide(), floorModes(), and repairCovariance(), the triggers when(), whenEss(), and whenSize(), sequence(), and none().

Concepts
concept	Emrys::UpkeepOperation
	An upkeep operation on a State: an action or a trigger, the library's or the caller's own, a function object called as operation(state) that returns whether it changed the state, or the NumericError that stopped it, a WeightError or a GaussianError (decisions.md [upkeep], [user-extension-points]).

Typedefs
template<typename Compare, RealScalar Scalar_, typename... Actions>
using	Emrys::upkeep::WhenEss = When<internal::EssTest<Compare, Scalar_>, Actions...>
	Trigger that runs its actions when compare holds between a set's effective sample size and fraction of its size: a When whose predicate is an internal::EssTest.
template<typename Compare, typename... Actions>
using	Emrys::upkeep::WhenSize = When<internal::SizeTest<Compare>, Actions...>
	Trigger that runs its actions when compare holds between a state's number of elements and a limit, such as a mixture's components or a grid's live cells: a When whose predicate is an internal::SizeTest.
template<typename... Actions>
using	Emrys::upkeep::Sequence = When<internal::Always, Actions...>
	Runs its actions in order on the state every time: a When whose predicate always holds, so that a filter's whole upkeep is one value (decisions.md [upkeep]).

Functions
template<std::uniform_random_bit_generator G, typename R = resamplers::Systematic> requires (!std::integral<R>)
constexpr Resample< G, R >	Emrys::upkeep::resample (G &generator, R resampler={})
template<std::uniform_random_bit_generator G, typename R = resamplers::Systematic> requires (!std::integral<R>)
constexpr Resample< G, R >	Emrys::upkeep::resample (G &generator, Eigen::Index size, R resampler={})
template<ExecutionPolicy P, std::uniform_random_bit_generator G, typename R = resamplers::Systematic> requires (!std::integral<R>)
constexpr Resample< G, R, std::remove_cvref_t< P > >	Emrys::upkeep::resample (P &&policy, G &generator, R resampler={})
template<ExecutionPolicy P, std::uniform_random_bit_generator G, typename R = resamplers::Systematic> requires (!std::integral<R>)
constexpr Resample< G, R, std::remove_cvref_t< P > >	Emrys::upkeep::resample (P &&policy, G &generator, Eigen::Index size, R resampler={})
template<std::uniform_random_bit_generator G, typename Value = double> requires std::is_arithmetic_v<Value>
constexpr Roughen< G, internal::DeducedScalar< Value > >	Emrys::upkeep::roughen (G &generator, Value scale=1)
template<ExecutionPolicy P, std::uniform_random_bit_generator G, typename Value = double> requires std::is_arithmetic_v<Value>
constexpr Roughen< G, internal::DeducedScalar< Value >, std::remove_cvref_t< P > >	Emrys::upkeep::roughen (P &&policy, G &generator, Value scale=1)
template<typename Predicate, typename... Actions>
When< Predicate, Actions... >	Emrys::upkeep::when (Predicate predicate, Actions... actions)
template<typename Compare, typename Value, typename... Actions> requires (!ExecutionPolicy<Compare>) && std::is_arithmetic_v<Value> && std::predicate<Compare const &, internal::DeducedScalar <Value>, internal::DeducedScalar<Value>>
WhenEss< Compare, internal::DeducedScalar< Value >, Actions... >	Emrys::upkeep::whenEss (Compare compare, Value fraction, Actions... actions)
template<ExecutionPolicy P, typename Compare, typename Value, typename... Actions> requires std::is_arithmetic_v<Value> && std::predicate<Compare const &, internal::DeducedScalar<Value>, internal::DeducedScalar <Value>>
When< internal::EssTest< Compare, internal::DeducedScalar< Value >, std::remove_cvref_t< P > >, Actions... >	Emrys::upkeep::whenEss (P &&policy, Compare compare, Value fraction, Actions... actions)
template<typename Compare, typename... Actions> requires std::predicate<Compare const &, std::ptrdiff_t, std::ptrdiff_t>
WhenSize< Compare, Actions... >	Emrys::upkeep::whenSize (Compare compare, std::ptrdiff_t limit, Actions... actions)
template<typename... Actions>
Sequence< Actions... >	Emrys::upkeep::sequence (Actions... actions)
constexpr None	Emrys::upkeep::none ()
template<typename Value> requires std::is_arithmetic_v<Value>
constexpr PruneBelow< internal::DeducedScalar< Value > >	Emrys::upkeep::pruneBelow (Value probability)
template<typename Value> requires std::is_arithmetic_v<Value>
constexpr PruneTail< internal::DeducedScalar< Value > >	Emrys::upkeep::pruneTail (Value fraction)
constexpr PruneToSize	Emrys::upkeep::pruneToSize (std::ptrdiff_t maxSize)
constexpr Subdivide	Emrys::upkeep::subdivide (std::ptrdiff_t factor=2)
template<typename Value> requires std::is_arithmetic_v<Value>
constexpr FloorModes< internal::DeducedScalar< Value > >	Emrys::upkeep::floorModes (Value probability)
template<Repair R = roots::Ridge<>>
constexpr RepairCovariance< R >	Emrys::upkeep::repairCovariance (R repair={})

Detailed Description

Upkeep (decisions.md [upkeep], [rao-blackwellized-core]): the actions Resample, Roughen, PruneBelow, PruneTail, PruneToSize, Subdivide, FloorModes, and RepairCovariance, the triggers When, WhenEss, and WhenSize that run them, the Sequence that runs them all, and None, which a caller applies to a filter's state between steps or gives the filter to run by maintain().

Read Divergence.h next.