de.unihalle.informatik.MiToBo.math.distributions.impl

Class ParticleDistribution<G extends Copyable<? extends G>>

java.lang.Object

de.unihalle.informatik.MiToBo.math.distributions.impl.ParticleDistribution<G>

Type Parameters:

G - type of a particle

All Implemented Interfaces:

SamplingDistribution<G>

Direct Known Subclasses:

MultiTargetRBMCDA

public class ParticleDistribution<G extends Copyable<? extends G>>
extends Object
implements SamplingDistribution<G>

A distribution represented by weighted particles

Author:

Oliver Gress

Field Summary

Fields

Modifier and Type	Field and Description
protected double[]	cweights
protected boolean	equalWeights
protected G[]	particles
protected Random	rand
protected double[]	weights

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	ParticleDistribution() Constructor where all fields are initialized by null.
	ParticleDistribution(Random rand, G[] particles) Constructor with equally weighted particles that must be specified.
	ParticleDistribution(Random rand, G[] particles, double[] weights) Constructor with equally weighted particles that must be specified.
	ParticleDistribution(Random rand, SamplingDistribution<G> density, int numParticles) Constructor that samples numParticles from density.

Method Summary

Modifier and Type	Method and Description
double	computeESS() Compute effective sample size (ESS).
G	drawSample() Generate a new sample from this density.
boolean	equalWeights() Returns true if all particle weights are equal
int	getNumOfParticles() Get number of particles
G	getParticle(int idx) Get idx-th particle
G[]	getParticles() Get particles
double	getWeight(int idx) Get weight of idx-th particle
double[]	getWeights() Get particle weights
(package private) double	getWeightsSum() Get sum of weights
void	normalizeWeights() Normalize the particle weights to sum to 1.
void	resample() Resample this distribution and equalize weights
void	setEqualWeightsFlag(boolean equalWeights) Set the "equal weights"-flag
void	setParticle(int idx, G particle) Set idx-th particle
void	setWeight(int idx, double weight) Set weight for particle specified by idx.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

particles

protected G extends Copyable<? extends G>[] particles

weights

protected double[] weights

cweights

protected double[] cweights

rand

protected Random rand

equalWeights

protected boolean equalWeights

Constructor Detail

ParticleDistribution

protected ParticleDistribution()

Constructor where all fields are initialized by null.

ParticleDistribution

public ParticleDistribution(Random rand,
                            G[] particles)

Constructor with equally weighted particles that must be specified.

Parameters:

rand - random generator for sampling

particles - equally weighted particles

ParticleDistribution

public ParticleDistribution(Random rand,
                            G[] particles,
                            double[] weights)
                     throws IllegalArgumentException

Constructor with equally weighted particles that must be specified.

Parameters:

rand - random generator for sampling

particles - particles

weights - weights of the particles

Throws:

IllegalArgumentException - when particles- and weights-array do not have same length

ParticleDistribution

public ParticleDistribution(Random rand,
                            SamplingDistribution<G> density,
                            int numParticles)

Constructor that samples numParticles from density.

Parameters:

rand - random generator for sampling

density - distribution to sample from

numParticles - number of particles to be sampled

Method Detail

drawSample

public G drawSample()

Description copied from interface: SamplingDistribution

Generate a new sample from this density. This method should create a new object.

Specified by:

drawSample in interface SamplingDistribution<G extends Copyable<? extends G>>

Returns:

new sample object

getNumOfParticles

public int getNumOfParticles()

Get number of particles

getParticles

public G[] getParticles()

Get particles

getParticle

public G getParticle(int idx)

Get idx-th particle

setParticle

public void setParticle(int idx,
                        G particle)

Set idx-th particle

getWeights

public double[] getWeights()

Get particle weights

getWeight

public double getWeight(int idx)

Get weight of idx-th particle

setWeight

public void setWeight(int idx,
                      double weight)

Set weight for particle specified by idx. Don't forget to normalize after setting weights, because cumulative weight are not updated in this method.

Parameters:

idx - index of particle

weight - weight of particle

normalizeWeights

public void normalizeWeights()

Normalize the particle weights to sum to 1. If all weights are 0, equal weights are given to all particles!

resample

public void resample()

Resample this distribution and equalize weights

getWeightsSum

double getWeightsSum()

Get sum of weights

equalWeights

public boolean equalWeights()

Returns true if all particle weights are equal

setEqualWeightsFlag

public void setEqualWeightsFlag(boolean equalWeights)

Set the "equal weights"-flag

computeESS

public double computeESS()

Compute effective sample size (ESS). If many particles have weights approximately 0 the distribution resampling might be required e.g. for good exploration of the random variable's space in case of a particle filter. High variance in the weight is a good indicator for this situation. The ESS returns values from 1 to N (number of particles), where 1 corresponds to a single particle with weight 1 and N to weights 1/N for each particle. Resampling is suggested if ESS drops below a certain threshold.