def init_mcmc_using_smc(data, settings, param, cache, cache_tmp):
# initialization via PMCMC done using different ESS and 100 particles
ess_threshold_backup = settings.ess_threshold
#settings.ess_threshold = 0.1 # FIXME: use the same ESS threshold as before
n_particles_backup = settings.n_particles
settings.n_particles = 100
particles, log_pd, log_weights = init_run_smc(data, settings, param, cache, cache_tmp)
settings.ess_threshold = ess_threshold_backup
settings.n_particles = n_particles_backup
return (particles, log_pd, log_weights)
def init_mcmc_using_smc(data, settings, param, cache, cache_tmp):
# initialization via PMCMC done using different ESS and 100 particles
ess_threshold_backup = settings.ess_threshold
#settings.ess_threshold = 0.1 # FIXME: use the same ESS threshold as before
n_particles_backup = settings.n_particles
settings.n_particles = 100
particles, log_pd, log_weights = init_run_smc(data, settings, param, cache, cache_tmp)
settings.ess_threshold = ess_threshold_backup
settings.n_particles = n_particles_backup
return (particles, log_pd, log_weights)
def sample(self, data, settings, param, cache, cache_tmp):
# Particle Gibbs (PG) sampler
particles, log_pd, log_weights = init_run_smc(data, settings, param, cache, cache_tmp, self.p)
change = self.update_p(particles, log_weights, log_pd, settings)
return change
def sample(self, data, settings, param, cache, cache_tmp):
# Particle Gibbs (PG) sampler
particles, log_pd, log_weights = init_run_smc(data, settings, param, cache, cache_tmp, self.p)
change = self.update_p(particles, log_weights, log_pd, settings)
return change