Emrys::resamplers::Stratified Struct Reference

Draws one uniform in each of M equal strata of [0, 1). 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) const
	Fills ancestors with indices into weights, one drawn in each stratum of [0, 1), using rng.
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, with the uniforms drawn first in stratum order, as the sequential form draws them.

Detailed Description

Draws one uniform in each of M equal strata of [0, 1).

Stratified sampling as Kitagawa (1996) applies it to the Monte Carlo filter, as given in Douc, Cappé, and Moulines (2005), §2.3: position \( j \) is \( (j + u_j) / M \) with independent \( u_j \).

Member Function Documentation

operator()()

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

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

inline

As the sequential form, under policy, with the uniforms drawn first in stratum order, as the sequential form draws them.

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