/// <summary>
/// A Bayes sampling function of a generic domain A. A probability function
/// is required in order to define the probability of each element.
/// </summary>
/// <typeparam name="A">The domain of values.</typeparam>
/// <param name="p">The probability function over A</param>
/// <param name="c">Normalization factor (so that p can map over R+)</param>
/// <param name="q">The elements to select from.</param>
/// <returns>A sampling function over the given domain.</returns>
public static IEnumerator <A> BayesRejectionFunction <A>(Prob <A> p, double c, IEnumerator <A> q)
{
foreach (var v in unit)
{
if (v < (p(q.Current) / c))
{
yield return(q.Current);
}
q.MoveNext();
}
}
/// <summary>
/// Pick a value from a distribution using a probability
/// </summary>
public static A Pick <A>(this FiniteDist <A> distribution, Prob pickProb)
{
var probVal = pickProb.Value;
foreach (var prob in distribution.Explicit.Weights)
{
if (probVal < prob.Prob.Value)
{
return(prob.Item);
}
probVal -= prob.Prob.Value;
}
throw new ArgumentException("Sampling failed");
}
public static double IncreaseProb(Prob prob, double change)
{
double result = prob.Value + change;
if (result >= 1)
{
return(0.96);
}
if (result <= 0)
{
return(0.01);
}
return(result);
}
public Prob Div(Prob other)
{
return(new LogProb(logProb - other.LogValue));
}
public bool Equals(Prob other)
{
return(Value.Equals(other.Value));
}
/// <summary>
/// It builds a distribution given a sampling function.
/// </summary>
/// <param name="samplingFunction">Sampling function that defines the distribution.</param>
/// <param name="d">
/// Probability function associated with the elements (if known).
/// If null the identity distribution is assumed.
/// </param>
public Distribution(IEnumerator <T> samplingFunction, Prob <T> d)
{
_density = d;
_samplingFunction = samplingFunction;
_samplingFunction.MoveNext();
}
public Prob Div(Prob other)
{
return(new DoubleProb(Value / other.Value));
}
public int CompareTo(Prob other)
{
return(Value.CompareTo(other.Value));
}
public Prob Mult(Prob other)
{
return(new LogProb(logProb + other.LogValue));
}
public Prob Mult(Prob other)
{
return(new DoubleProb(Value * other.Value));
}
/// <summary>
/// Bayes distribution based on the rejection method.
/// </summary>
/// <typeparam name="A">The domain of values.</typeparam>
/// <param name="p">The probability function over A</param>
/// <param name="c">Normalization factor (so that p can map over R+)</param>
/// <param name="q">The elements to select from.</param>
/// <returns>A distribution object that represents the Bayes distribution over a domain A.</returns>
public static Distribution <A> BayesRejection <A>(Prob <A> p, double c, IEnumerator <A> q)
{
return(new Distribution <A>(BayesRejectionFunction <A>(p, c, q)));
}
public bool Equals(Prob other)
{
return(other.LogValue == logProb);
}
public int CompareTo(Prob other)
{
return(logProb.CompareTo(other.LogValue));
}
public ItemProb(A item, Prob prob)
{
Item = item;
Prob = prob;
}
/// <summary>
/// Bernoulli distribution constructed from success probability
/// Only composable with other finite distributions.
/// </summary>
public static FiniteDist <bool> BernoulliF(Prob prob)
{
return(new FiniteDist <bool>(ItemProb(true, prob), ItemProb(false, Prob(1 - prob.Value))));
}
/// <summary>
/// ItemProb constructor
/// </summary>
public static ItemProb <A> ItemProb <A>(A item, Prob prob)
{
return(new ItemProb <A>(item, prob));
}
/// <summary>
/// Bernoulli distribution constructed from success probability
/// </summary>
public static Dist <bool> Bernoulli(Prob prob)
{
return(Primitive(BernoulliF(prob)));
}
