Emrys::ParticleSetMarginal< Source, Selection, SubSpace > Class Template Reference

Read-only view of a subset of the state entries of a ParticleSet. More...

#include <EmrysFilter/Distributions/ParticleSet.h>

Classes
struct	Element
	One particle's log-weight, as in the source, and the selected entries of its state. More...

Public Types
using	Scalar = typename Source::Scalar
	the scalar type
using	Index = Eigen::Index
	Eigen's index type.
using	SpaceType = SubSpace
	the selected block's space
using	allocator_type = typename Source::allocator_type
	the source's allocator
using	ParamsType = ParticleSet<SubSpace, Scalar, allocator_type>
	what copy() returns
using	MatrixType = typename ParamsType::MatrixType
	a matrix over the marginal's differences
using	WeightArrayType = typename ParamsType::WeightArrayType
	one entry per particle
using	LogWeightsType = typename Source::LogWeightsType
	the source's log-weights map
using	IndexVectorType
	The selected state entries' indices.
using	DifferenceIndexVectorType
	The selected bandwidth rows' indices.
using	StateType = decltype(std::declval<Source const &>().state(Index{})(std::declval<IndexVectorType const &>()))
	The selected entries of one particle's state, a lazy expression that reads the source.
using	value_type = Element
	an element, made when read
using	const_iterator = internal::ElementIterator<ParticleSetMarginal>
	iterates the particles
using	iterator = const_iterator
	iterates the particles; they are read-only

Public Member Functions
	ParticleSetMarginal (Source const &source, Selection const &selection, SubSpace space)
	Selects selection's coordinates, which form space.
SubSpace const &	space () const
allocator_type	get_allocator () const
Index	size () const
Index	valueDimension () const
Index	differenceDimension () const
IndexVectorType const &	indices () const
DifferenceIndexVectorType const &	differenceIndices () const
auto	states () const
auto	state (Index i) const
LogWeightsType	logWeights () const
Scalar	logWeight (Index i) const
Element	operator[] (Index i) const
const_iterator	begin () const
const_iterator	end () const
std::optional< MatrixType >	bandwidth () const
ParamsType	copy () const
ParamsType	copy (allocator_type const &allocator) const
	copy() with storage from allocator.

Static Public Attributes
static constexpr int	ValueDimensionAtCompileTime = valueDimensionAtCompileTime<SubSpace>
	the length of a marginal state, or Eigen::Dynamic
static constexpr int	MaxValueDimensionAtCompileTime = maxValueDimensionAtCompileTime<SubSpace>
	a bound on the length of a marginal state, or Eigen::Dynamic
static constexpr int	DifferenceDimensionAtCompileTime = valueDimensionAtCompileTime<DifferenceSpace<SubSpace>>
	the length of a difference and the rows of the marginal bandwidth, or Eigen::Dynamic
static constexpr int	MaxDifferenceDimensionAtCompileTime
	a bound on the length of a difference, or Eigen::Dynamic

Detailed Description

template<typename Source, typename Selection, typename SubSpace>
class Emrys::ParticleSetMarginal< Source, Selection, SubSpace >

Read-only view of a subset of the state entries of a ParticleSet.

Obtained from marginal(), and held by auto: its Selection is internal, so its type is never spelled, and a function that takes one takes it as a template parameter. It checks the source's shape. Weights are those of the source. A stored bandwidth is marginalized too, which keeps the kernel density estimate exact: the marginal of a KDE is the KDE of the marginal particles with bandwidth \( H_{aa} \).

It is a random-access range over the particles, as the marginal of a mixture is over the components (decisions.md [element-marginals]): each element, made when read, holds a particle's log-weight and the selected entries of its state, read in place, so iterating copies nothing.

for (auto const & [logWeight, position] : particles.marginal<Position>())
{
    position.norm();   // the particle's position, read in place
}

Template Parameters

Source	ParticleSet
Selection	an internal::Coordinates of the index sets of the selected block, from idx() for the states and diffIdx() for the bandwidth
SubSpace	space of the selected block

Member Typedef Documentation

DifferenceIndexVectorType

template<typename Source, typename Selection, typename SubSpace>

using Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::DifferenceIndexVectorType

Initial value:

internal::IndexedSize<
       decltype(Selection::differences),
       Source::DifferenceDimensionAtCompileTime,
       Source::MaxDifferenceDimensionAtCompileTime>

The selected bandwidth rows' indices.

IndexVectorType

template<typename Source, typename Selection, typename SubSpace>

using Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::IndexVectorType

Initial value:

internal::IndexedSize<
       decltype(Selection::values),
       Source::ValueDimensionAtCompileTime,
       Source::MaxValueDimensionAtCompileTime>

The selected state entries' indices.

Member Function Documentation

bandwidth()

template<typename Source, typename Selection, typename SubSpace>

std::optional< MatrixType > Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::bandwidth ( ) const

inlinenodiscard

Returns

the marginal of the stored bandwidth, if the source has one

begin()

template<typename Source, typename Selection, typename SubSpace>

const_iterator Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::begin ( ) const

inlinenodiscard

Returns

an iterator to the first particle's element

copy()

template<typename Source, typename Selection, typename SubSpace>

ParamsType Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::copy ( ) const

inlinenodiscard

Returns

an independent ParticleSet holding this marginal, with the source's weights, the marginal of any stored bandwidth, and the source's allocator

differenceDimension()

template<typename Source, typename Selection, typename SubSpace>

Index Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::differenceDimension ( ) const

inlinenodiscard

Returns

the number of rows and columns of the marginal bandwidth

differenceIndices()

template<typename Source, typename Selection, typename SubSpace>

DifferenceIndexVectorType const & Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::differenceIndices ( ) const

inlinenodiscard

Returns

the source's bandwidth rows this marginal selects

end()

template<typename Source, typename Selection, typename SubSpace>

const_iterator Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::end ( ) const

inlinenodiscard

Returns

an iterator past the last particle's element

get_allocator()

template<typename Source, typename Selection, typename SubSpace>

allocator_type Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::get_allocator ( ) const

inlinenodiscard

Returns

the source's allocator

indices()

template<typename Source, typename Selection, typename SubSpace>

IndexVectorType const & Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::indices ( ) const

inlinenodiscard

Returns

the source's state entries this marginal selects

logWeight()

template<typename Source, typename Selection, typename SubSpace>

Scalar Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::logWeight ( Index i ) const

inlinenodiscard

Returns

particle i's log-weight, as in the source

logWeights()

template<typename Source, typename Selection, typename SubSpace>

LogWeightsType Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::logWeights ( ) const

inlinenodiscard

Returns

the source's log-weights, unchanged by the marginal

operator[]()

template<typename Source, typename Selection, typename SubSpace>

Element Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::operator[] ( Index i ) const

inlinenodiscard

Returns

particle i's log-weight and the selected entries of its state, which must not outlive this view

size()

template<typename Source, typename Selection, typename SubSpace>

Index Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::size ( ) const

inlinenodiscard

Returns

the number of particles

space()

template<typename Source, typename Selection, typename SubSpace>

SubSpace const & Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::space ( ) const

inlinenodiscard

Returns

the selected block's space, with its parameters and size

state()

template<typename Source, typename Selection, typename SubSpace>

auto Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::state ( Index i ) const

inlinenodiscard

Returns

the selected entries of particle i's state, as a lazy expression

states()

template<typename Source, typename Selection, typename SubSpace>

auto Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::states ( ) const

inlinenodiscard

Returns

the selected rows of the source's states, as a lazy expression

valueDimension()

template<typename Source, typename Selection, typename SubSpace>

Index Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::valueDimension ( ) const

inlinenodiscard

Returns

the number of coordinates of every marginal particle

Member Data Documentation

MaxDifferenceDimensionAtCompileTime

template<typename Source, typename Selection, typename SubSpace>

int Emrys::ParticleSetMarginal< Source, Selection, SubSpace >::MaxDifferenceDimensionAtCompileTime

staticconstexpr

Initial value:

                                                     =
maxValueDimensionAtCompileTime<DifferenceSpace<SubSpace>>

a bound on the length of a difference, or Eigen::Dynamic

---

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

• EmrysFilter/Distributions/ParticleSet.h