BIE::PFSimulation Class Reference

Sequential Monte Carlo Particle Filter sampler. More...

#include <PFSimulation.h>

Inheritance diagram for BIE::PFSimulation:

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Collaboration diagram for BIE::PFSimulation:

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List of all members.

Public Member Functions
	PFSimulation (int nsteps, int npart, Simulation *sim, Ensemble *factory)
	Constructor.
	~PFSimulation ()
	Destructor.
void	Run ()
	Run the actual simulation (without threads).
void	Resume ()
	Resume restored simulation (without threads).
void	ResumeLog ()
	Rollback state log file on resume.
void	Nsample (int n)
	Change default number MCMC steps per resample (default=1).
void	Restart ()
	For restarting simulation.
void	SetTessTool (TessToolSender *tt)
	Set the TessTool communicator.
void	SampleNext ()
	Request by TessTool to sample the Tile data.
void	SwitchOnCLI ()
	Switch control to the CLI.
virtual void	SuspendSimulation ()
	Request that the simulation suspend.
virtual void	ResumeSimulation ()
	Request that the simulation resume.
virtual void	SetAutoTessTool (int freq)
	Set the TessTool to update every.
Static Public Attributes
static double	ESSprob
	ESS threshold for resampling (default: 0.1).
static int	maxTries
	Maximum number of tries to find a good state to start (default: 400).
Friends
class	boost::serialization::access

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Detailed Description

Sequential Monte Carlo Particle Filter sampler.

Strategy

1. Each of the N nodes maintains a fraction n=N_sample/N of the the data
2. At the end of each step, the states of the n particles are swapped round robin for accumulating updates or likelihood computation

Currently, this will not work properly with TessTool.

The input data file should have randomized lines; e.g. a representative sample of the entire population for each subset is assumed.

The parameters nsteps may be used to constrain the simulation to a subset of the data. If nsteps=0, all data will be used.

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Member Function Documentation

virtual void BIE::PFSimulation::SetAutoTessTool

(

int

freq

)

[virtual]

Set the TessTool to update every.

Parameters:

freq

iterations

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

• /home/weinberg/src/BIE/include/PFSimulation.h