Emrys::resamplers::Residual< Inner > Struct Template Reference

Chooses index i floor( \( M w_i / \sum w \)) times deterministically, then draws the remainder with Inner from the fractional parts. 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 floor( \( M w_i / \sum w \)) copies of each index i, then draws the rest with fractional from the fractional parts, using rng.
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.
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 total is a reduction, each index's copies and fraction a for-each, and the copies are placed by a scan of their counts.

Public Attributes
Inner	fractional {}
	the resampler for the remainder, applied to the fractional parts

Detailed Description

template<typename Inner = Multinomial>
struct Emrys::resamplers::Residual< Inner >

Chooses index i floor( \( M w_i / \sum w \)) times deterministically, then draws the remainder with Inner from the fractional parts.

Residual resampling (Liu and Chen (1998)), as given in Douc, Cappé, and Moulines (2005), §2.2, equations (4) and (5): the integer parts are deterministic, and only the \( M - \sum_i \lfloor M w_i / \sum w \rfloor \) remaining ancestors are random.

Member Function Documentation

operator()() [1/2]

template<typename Inner = Multinomial>

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

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

inline

As the sequential form, under policy: the total is a reduction, each index's copies and fraction a for-each, and the copies are placed by a scan of their counts.

The remainder is drawn by fractional under policy if it runs under one. Under Sequential it is the sequential form.

operator()() [2/2]

template<typename Inner = Multinomial>

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

void Emrys::resamplers::Residual< Inner >::operator() ( std::span< Scalar const > weights, std::span< Eigen::Index > ancestors, G & rng, std::span< Scalar > scratch ) const

inline

Fills ancestors with floor( \( M w_i / \sum w \)) copies of each index i, then draws the rest with fractional from the fractional parts, using rng.

The fractional parts are kept in scratch, which has at least weights.size() + ancestors.size() elements; what follows them is residual's scratch, if it takes any.

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

• EmrysFilter/Core/Resampling.h