ImportanceSampling< I, O, V, Q, Ts > Struct Template Reference

Importance sampling using an arbitrary user-defined proposal distribution. More...

#include "generic.hpp"

Inheritance diagram for ImportanceSampling< I, O, V, Q, Ts >:

Public Member Functions
V	operator() (I &input, exog_proposal_t< I, Ts... > &p)
void	step (record_t< DTypes< Ts... >> &r, I &input)
Public Member Functions inherited from Inference< ImportanceSampling, I, O, V, Q, Ts... >
	Inference (pp_t< I, O, Ts... > f, Q< V, O, Ts... > &queryer, inf_options_t opts)
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, No >, V >	operator() (I &input)
	Runs the specified inference algorithm with the specified queryer. More...
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, Endog >, V >	operator() (I &input, endog_proposal_t< Ts... > &proposal)
	Runs the specified inference algorithm with the specified queryer using the specified proposal distribution. More...
std::enable_if_t< std::is_same_v< typename has_proposal< G >::type, Exog >, V >	operator() (I &input, exog_proposal_t< I, Ts... > &proposal)
	Runs the specified inference algorithm with the specified queryer using the specified proposal distribution. More...
void	step (record_t< DTypes< Ts... >> &r, I &input)

Additional Inherited Members
Public Attributes inherited from Inference< ImportanceSampling, I, O, V, Q, Ts... >
pp_t< I, O, Ts... >	f
inf_options_t	opts
Q< V, O, Ts... > &	queryer
inference_state< ImportanceSampling, I, O, Ts... >	state

Detailed Description

template<typename I, typename O, typename V, template< class, class, class... > class Q, typename... Ts>
struct ImportanceSampling< I, O, V, Q, Ts >

Importance sampling using an arbitrary user-defined proposal distribution.

Suppose the probabilistic program factors as \(p(x, z) = p(x|z)p(z)\), while the proposal distribution is given by \(q(z|x)\). This method proposes values \(z \sim q(z|x)\) and computes weights as \( \log w = \log p(x,z) - \log q(z|x)\).

Template Parameters

I	The input type of the probabilistic program
O	The output type of the probabilistic program
V	The type of the address(es) to be queried
Q	The class template of the queryer
Ts	The distribution types in the probabilistic program

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

• lib/inference/importance/generic.hpp