particlefilters.h.svn-base

Probabilistic graphical models in matlab.

#include <cmath>

#include <boost/graph/adjacency_list.hpp>

#include <Generic.h>
#include <Node.h>

class ContinuousRandomVariable;
class DiscreteRandomVariable;
class Potential;
class DiscretePotential;
class GaussianPotential;
class ChainedSinglePotential;
class ChainedSingleDiscretePotential;

//*************** ParticleFilterProposal Declaration ******************//

class ParticleFilterProposal
{
	
private:
	
	double means_sum;
	//double position;
	double constant_variance;
	unsigned int number_potentials;
	
	boost::variate_generator < boost::lagged_fibonacci607 &, boost::normal_distribution <double> > gaussian_proposal;
	
public:
		
	ParticleFilterProposal();

	// Normal functions
	
	void setup_proposal(const std::list < Potential * > & );
	
	void setup_gaussian_proposal(const std::list < GaussianPotential * >  & , const unsigned int);
	void setup_gaussian_proposal (ChainedSinglePotential * const, const unsigned int);
	void add_gaussian_proposal (const double, const double);
	
	double get_proposal_position(ContinuousRandomVariable &);
	
	void set_gaussian_variance(const double);
	
	double get_proposal_weight(const double) const;
	
	// Deprecated 
	
	// double get_proposal_position();
	// void setup_gaussian (const double, const double); // first is mean, second is variance
	
	// Debug methods
	
#ifndef NDEBUG
	
	double debug_get_gaussian_mean() const;
	double debug_get_gaussian_variance() const;
	
#endif
	
};

inline void ParticleFilterProposal::setup_proposal(const std::list < Potential * > &)
{
	// General Purpose Function, not yet used		
}

// Debug methods

#ifndef NDEBUG

inline double ParticleFilterProposal::debug_get_gaussian_mean() const
{
	return 	gaussian_proposal.distribution().mean();
}

inline double ParticleFilterProposal::debug_get_gaussian_variance() const
{
	return 	gaussian_proposal.distribution().sigma()* gaussian_proposal.distribution().sigma();
}

#endif

//*************** End of ParticleFilterProposal Declaration ******************//

//*************** DiscreteParticleFilterProposal Declaration ******************//

class DiscreteParticleFilterProposal
{
	
private:
	
	std::vector <double> current_sampling_probabilities;
	std::vector <double> general_sampling_probabilities;	
	
public:
		
	DiscreteParticleFilterProposal();
	
	void setup_discrete_proposal( const ChainedSingleDiscretePotential &, DiscreteRandomVariable &);
	void add_discrete_proposal( DiscretePotential &, DiscreteRandomVariable  &);
	
	unsigned int get_proposal_position(DiscreteRandomVariable &);
	
	double get_proposal_weight(const unsigned int ) const;	
};

//*************** End of DiscreteParticleFilterProposal Declaration ******************//

template <class Graph>
void metropolis (Graph &, const unsigned int, const unsigned int = 0, bool = false);

template < class Graph >
void forward_filtering_backward_smoothing(Graph &, const unsigned int);

template < class Graph, class PositionMap , class WeightMap>
void backward_smoothing_implementation (Graph & , const typename boost::graph_traits<Graph>::vertex_descriptor, PositionMap &, WeightMap &, const unsigned int = 1);

template < class Graph, class PositionMap , class WeightMap>
typename boost::graph_traits<Graph>::vertex_descriptor forward_filtering_implementation (Graph & , const typename boost::graph_traits<Graph>::vertex_descriptor, PositionMap &, WeightMap &);

template <class Graph>
void non_parametric_tree_gibbs_sampler(Graph &,  const unsigned int, const unsigned int, const unsigned int = 1, bool = false);

template <class Graph>
void non_parametric_tree_gibbs_sampler_implementation(Graph &,  const unsigned int, const unsigned int, const unsigned int, bool);

template < class Graph, class PositionType, class ParticleFilterProposalType >
void initialize_particles (Graph &, std::vector <PositionType> &, std::vector <double> &, const typename boost::graph_traits<Graph>::vertex_descriptor,  ParticleFilterProposalType &);

template <class PositionType>
void resample( std::vector < PositionType> &, std::vector < double> &, std::vector < double> &, std::vector < double> &, std::vector < PositionType > &);