Uses one uniform offset for M evenly spaced positions in [0, 1). More...

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 at \( M \) evenly spaced positions offset by one uniform draw from 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.

Detailed Description

Uses one uniform offset for M evenly spaced positions in [0, 1).

Index i is chosen either floor or ceil of \( M w_i / \sum w \) times. Low variance and cheap; the usual default.

The systematic resampling of Carpenter, Clifford, and Fearnhead (1999), as given in Douc, Cappé, and Moulines (2005), §2.4, who credit Carpenter et al.; Arulampalam et al. (2002), §V-A, credit Kitagawa (1996) instead: position \( j \) is \( (j + u) / M \) with one uniform \( u \) for all.

Member Function Documentation

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

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

inline

As the sequential form, under policy.

Under Sequential it is the sequential form.

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