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anglican.ipmcmc

Interacting particle Markov chain Monte Carlo Options: :number-of-particles (2 by default) - Number of particles per sweep :number-of-nodes (32 by default) - Number of nodes running SMC and CSMC. :number-of-csmc-nodes (nil by default) - Number of nodes running as CSMC. Must be between 1 and (- :number-of-nodes 1). Defaults to (/ :number-of-nodes 2) when not specified. :all-particles? (true by default) - Return all particles, instead of 1 particle per sweep on each node. Note that even when :all-particles? is false, particles are still weighted due to Rao- Blackwellization of the Gibbs updates for the CSMC indices. :pool (:builtin by default) - Threadpool argument for pmap operation over nodes. Defaults to creating a pool of containing (+ (ncpus) 2) threads. See com.climate.claypoole/pmap for further info.

Interacting particle Markov chain Monte Carlo
Options:
  :number-of-particles (2 by default)
    - Number of particles per sweep
  :number-of-nodes (32 by default)
    - Number of nodes running SMC and CSMC.
  :number-of-csmc-nodes (nil by default)
    - Number of nodes running as CSMC.  Must be between
      1 and (- :number-of-nodes 1). Defaults to
      (/ :number-of-nodes 2) when not specified.
  :all-particles? (true by default)
    - Return all particles, instead of 1 particle per sweep
      on each node.  Note that even when :all-particles? is
      false, particles are still weighted due to Rao-
      Blackwellization of the Gibbs updates for the CSMC indices.
  :pool (:builtin by default)
    - Threadpool argument for pmap operation over nodes.
      Defaults to creating a pool of containing (+ (ncpus) 2)
      threads. See com.climate.claypoole/pmap for further info.
raw docstring

gibbs-update-csmc-indicesclj/s

(gibbs-update-csmc-indices log-Zs number-of-csmc-nodes)

Performs a Gibbs sweep on the indices of conditional nodes by sampling each index conditioned on the values of the other indices.

Returns a pair [csmc-indices zeta-sums] in which the csmc-indices is a vector of indices for newly selected conditional nodes and zeta-sums is a vector of weights for each node (needed when returning all particles).

Performs a Gibbs sweep on the indices of conditional nodes by
sampling each index conditioned on the values of the other indices.

Returns a pair [csmc-indices zeta-sums] in which the csmc-indices is a
vector of indices for newly selected conditional nodes and zeta-sums is
a vector of weights for each node (needed when returning all
particles).
sourceraw docstring

norm-expclj/s

(norm-exp log-weights)

Normalized exponential. Accepts a collection of log weights. Returns a pair [ps log-Z] in which ps is a sequence of normalized probabilities and log-Z is the log mean weight. If all weights are -infinity then they all go to zero.

Normalized exponential. Accepts a collection of log weights.
Returns a pair [ps log-Z] in which ps is a sequence of
normalized probabilities and log-Z is the log mean weight.
If all weights are -infinity then they all go to zero.
sourceraw docstring

sweepclj/s

(sweep algorithm prog value number-of-particles all-particles? retained-state)

Performs a sequential Monte Carlo or conditional sequential Monte Carlo sweep. Returns a pair [results log-Z] in which results is a sequence of result records and log-Z is an estimate of the log marginal likelihood.

Performs a sequential Monte Carlo or conditional sequential
Monte Carlo sweep. Returns a pair [results log-Z] in which results
is a sequence of result records and log-Z is an estimate of the
log marginal likelihood.
sourceraw docstring

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