Emrys::DensityEmission< Observation, DistributionOf > Class Template Reference

The emission model of an observation drawn from a distribution chosen by the value: the log-density of the observation under the value's distribution. More...

#include <EmrysFilter/Models/Emission.h>

Public Types
using	Scalar
	The scalar type of the log-densities.

Public Member Functions
	DensityEmission (Observation observation, DistributionOf distributionOf)
	The emission of observation, under the distribution distributionOf returns for each value.
Observation const &	observation () const
template<DiscreteSpace Space>
void	logLikelihoods (Space const &space, EmissionBuffer< Space, Scalar > out) const
	Writes the observation's log-density under each value's distribution into out.

Detailed Description

template<typename Observation, typename DistributionOf>
class Emrys::DensityEmission< Observation, DistributionOf >

The emission model of an observation drawn from a distribution chosen by the value: the log-density of the observation under the value's distribution.

distributionOf maps a value's flat index to a distribution with logDensity() of the observation, such as a Gaussian per value for a hidden Markov model with continuous observations. It may return a reference into the caller's own list of distributions or build one on the spot.

auto const densities = std::array{rainy.toDensity().value(), dry.toDensity().value()};
filter.update(DensityEmission{z, [&](Eigen::Index v) -> auto const & { return densities[v]; }});

Template Parameters

Observation	the observation's type
DistributionOf	the callable from a value's flat index to its distribution

Member Typedef Documentation

Scalar

template<typename Observation, typename DistributionOf>

using Emrys::DensityEmission< Observation, DistributionOf >::Scalar

Initial value:

std::remove_cvref_t<decltype(std::declval<DistributionOf const &>()(Eigen::Index{})
                                                   .logDensity(std::declval<Observation const &>()))>

The scalar type of the log-densities.

Member Function Documentation

observation()

template<typename Observation, typename DistributionOf>

Observation const & Emrys::DensityEmission< Observation, DistributionOf >::observation ( ) const

inlinenodiscard

Returns

the observation

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

• EmrysFilter/Models/Emission.h