Ejemplo n.º 1
0
 ///\param lTime The sampler iteration.
 ///\param pFrom The particle to move.
 ///\param pRng  A random number generator.
 void fMove(long lTime, smc::particle<State> & pFrom, smc::rng *pRng)
 {
   State *to = pFrom.GetValuePointer();
   int lineFieldAtPrevTime = to->lineField[0];
   // probability of a value which lineField0 takes is proportional to exp(-beta*KronekkerDelta(lineField0 + lineField1, 2))
   double normalizationConstant, probOfNoEdge;
   if(lineFieldAtPrevTime == 0){
     // no edge at previous time
     normalizationConstant = 1 + 1;
   } else {
     normalizationConstant = 1 + exp(-to->beta);
   }
   probOfNoEdge = 1 / normalizationConstant;
   // transition
   to->lineField[1] = to->lineField[0];
   if(pRng->UniformS() < probOfNoEdge){
     to->lineField[0] = 0;
   } else {
     to->lineField[0] = 1;
   }
   to->alpha += pRng->Normal(0, alpha0 / 100.0);
   to->beta += pRng->Normal(0, beta0 / 100.0);
   to->gamma += pRng->Normal(0, gamma0 / 100.0);
   pFrom.AddToLogWeight(logLikelihood(lTime, *to));
 }  
Ejemplo n.º 2
0
    ///\param lTime The sampler iteration.
    ///\param pFrom The particle to move.
    ///\param pRng  A random number generator.
    void fMove(long lTime, smc::particle<double> & pFrom, smc::rng *pRng) {
        double *to = pFrom.GetValuePointer();

        double x = 0.5 * (*to) + 25.0*(*to) / (1.0 + (*to) * (*to)) + 8.0 * cos(1.2  * ( lTime)) + pRng->Normal(0.0,std_x);
        
        *to = x;

        pFrom.AddToLogWeight(logLikelihood(lTime, *to));
    }