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 |
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. |