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ConditionalParticleFilter


class ConditionalParticleFilter < ParticleFilter

Conditional particle filter.

classDiagram ParticleFilter <|-- AliveParticleFilter ParticleFilter <|-- MoveParticleFilter ParticleFilter <|-- ConditionalParticleFilter link ParticleFilter "../ParticleFilter/" link AliveParticleFilter "../AliveParticleFilter/" link MoveParticleFilter "../MoveParticleFilter/" link ConditionalParticleFilter "../ConditionalParticleFilter/"

Member Variables

Name Description
r:Tape<Record>? Tape of the reference particle. This will have no value for the first iteration of the filter. Subsequent iterations will draw a particle from the previous iteration to condition the new iteration, setting this variable.
b:Integer Chosen particle index. This is the index, at the final step, of the particle chosen as a weighted sample from the target distribution, used as the reference particle for the next iteration of the conditional particle filter.
ancestor:Boolean Should ancestor sampling be used?
alreadyInitialized:Boolean Will the enclosing sampler initialize the initial state of the reference particle? This is set by ParticleGibbs, which initializes x externally after the first iteration.