Emrys::resamplers::Multinomial Struct Reference

Draws each ancestor independently. More...

#include <EmrysFilter/Core/Resampling.h>

Public Member Functions
template<std::floating_point Scalar, std::uniform_random_bit_generator G>
void	operator() (std::span< Scalar const > weights, std::span< Eigen::Index > ancestors, G &rng, std::span< Scalar > scratch) const
	Fills ancestors with indices into weights, each drawn independently in proportion to its weight, using rng, sorting the draws in scratch, which has at least as many elements as ancestors.
template<std::floating_point Scalar, std::uniform_random_bit_generator G>
void	operator() (std::span< Scalar const > weights, std::span< Eigen::Index > ancestors, G &rng) const
	As the form with scratch, allocating the scratch for the draws.
template<ExecutionPolicy P, std::floating_point Scalar, std::uniform_random_bit_generator G>
void	operator() (P &&policy, std::span< Scalar const > weights, std::span< Eigen::Index > ancestors, G &rng) const
	As the sequential form, under policy: the uniforms are drawn as it draws them but not sorted, so each ancestor is the inversion of its own draw, and the ancestors come in the order of the draws.

Detailed Description

Draws each ancestor independently.

Highest variance; mainly a reference.

The resampling of the bootstrap filter of Gordon, Salmond, and Smith (1993): \( M \) independent uniforms, sorted, invert the cumulative weights.

Member Function Documentation

operator()()

template<ExecutionPolicy P, std::floating_point Scalar, std::uniform_random_bit_generator G>

void Emrys::resamplers::Multinomial::operator() ( P && policy, std::span< Scalar const > weights, std::span< Eigen::Index > ancestors, G & rng ) const

inline

As the sequential form, under policy: the uniforms are drawn as it draws them but not sorted, so each ancestor is the inversion of its own draw, and the ancestors come in the order of the draws.

Under Sequential it is the sequential form.

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

• EmrysFilter/Core/Resampling.h