Template Class CRejectionSamplingCapable

Class Documentation

template<class TStateSpace, mrpt::bayes::particle_storage_mode STORAGE = mrpt::bayes::particle_storage_mode::POINTER>
class CRejectionSamplingCapable

A base class for implementing rejection sampling in a generic state space. See the main method CRejectionSamplingCapable::rejectionSampling To use this class, create your own class as a child of this one and implement the desired virtual methods, and add any required internal data.

Public Types

using TParticle = CProbabilityParticle<TStateSpace, STORAGE>

Public Functions

virtual ~CRejectionSamplingCapable() = default

Virtual destructor

inline std::vector<TParticle> rejectionSampling(size_t desiredSamples, size_t timeoutTrials = 1000)

Generates a set of N independent samples via rejection sampling.

Parameters:

  • desiredSamples – The number of desired samples to generate.

  • timeoutTrials – The maximum number of rejection trials per sample. Samples that exceed the timeout are assigned a weight proportional to the best likelihood seen, rather than the uniform weight of accepted samples.

Returns:

Vector of desiredSamples particles.

Protected Functions

virtual void RS_drawFromProposal(TStateSpace &outSample) = 0

Generates one sample, drawing from some proposal distribution.

virtual double RS_observationLikelihood(const TStateSpace &x) = 0

Returns the NORMALIZED observation likelihood (linear, not exponential!!!) at a given point of the state space (values in the range [0,1]).