/// <summary>
/// do accept rejection sampling
/// </summary>
/// <returns></returns>
public List<LineSegmentConfiguration> Sample()
{
if (_GMTargetDistribution == null)
throw new ApplicationException("GVFThinningSampler::Sample(), Candidate generating distribution or Instrumental distribution is not delegated.");
// initial work space
long seed = DateTime.Now.Millisecond;
UniformDistribution randomSample = new UniformDistribution(seed + 10); // sample for accept/reject
double uSample;
UniformDistribution randomPool = new UniformDistribution(seed + 30); // sample for birth from pool
double uPool;
UniformDistribution randomBirth = new UniformDistribution(seed + 40); // birth/death probability
double uBirth;
double uDeath;
UniformDistribution randomRemove = new UniformDistribution(seed + 50); // sample for remove line segment
double uRemove;
double acceptProbability;
// MCMC interation
int n = 0;
_hits = 0;
int Nm1 = _n - 1;
double hMax = Double.MinValue;
while (n < _n)
{
// get current coinfiguration
LineSegmentConfiguration X = new LineSegmentConfiguration(_totalSamples[n]);
int xLength = X.N;
bool death = false;
bool reject = false;
// count hits of line segments
int sourceLength = _sourceLineSegmentList.N;
for (int s = 0; s < xLength; s++)
{
int lineSegmentIndex = X.Configure[s].Index;
_sourceLineSegmentList.Configure[lineSegmentIndex].Hit++;
//for (int si = 0; si < sourceLength; si++)
//{
// if (_sourceLineSegmentList.Configure[si].Index == lineSegmentIndex)
// {
// _sourceLineSegmentList.Configure[si].Hit++;
// continue;
// }
//}
}
/// Birth or Death ?
#region Birth or Death ?
uBirth = randomBirth.Sample();
if (xLength > 0 && xLength < _totalLineSegment)
uDeath = 1 - uBirth;
else if (xLength == 0)
// only birth
{
uBirth = 1.0;
uDeath = 0.0;
}
else
// only death
{
uDeath = 1.0;
uBirth = 0.0;
}
#endregion
if (uBirth > uDeath)
// Birth
#region Birth
{
death = false;
// sample a new line segment from pool
uPool = System.Math.Floor(randomPool.Sample() * _lineSegmentPool.N);
LineSegment addedLineSegment = _lineSegmentPool.Configure[(int)uPool];
// propose Y
LineSegmentConfiguration Y = new LineSegmentConfiguration(X);
Y.Add(addedLineSegment);
// debug
#region debug
//double temphy = _GMTargetDistribution.Evaluate(Y);
//double temphx = _GMTargetDistribution.Evaluate(X);
//temphy = _GMTargetDistribution.Evaluate(Y);
//temphx = _GMTargetDistribution.Evaluate(X);
#endregion
// accept probability
acceptProbability = BirthAcceptProbability(X, Y);
_sumAcceptProbability += acceptProbability;
uSample = randomSample.Sample();
if (uSample <= acceptProbability)
// accept Y
{
reject = false;
_hits++;
if (n < Nm1)
// add Y to totalSample;
_totalSamples.Add(Y);
if (n >= _n0)
// add Y to targetSample
_targetSamples.Add(Y);
// remove l from pool
_lineSegmentPool.RemoveAt((int)uPool);
//_totalLineSegment--;
}
else
// reject Y
{
reject = true;
if (n < Nm1)
_totalSamples.Add(X);
if (n >= _n0)
_targetSamples.Add(X);
}
}
#endregion
else
// Death
#region Death
{
death = true;
// uniformly remove v from X
uRemove = (int)System.Math.Floor(randomRemove.Sample() * xLength);
// propose Y
LineSegmentConfiguration Y = new LineSegmentConfiguration(X);
LineSegment removedLineSegment = Y.Configure[(int)uRemove];
Y.RemoveAt((int)uRemove);
// accept probability
acceptProbability = DeathAcceptProbability(X, Y);
_sumAcceptProbability += acceptProbability;
uSample = randomSample.Sample();
if (uSample <= acceptProbability)
// accept Y
{
reject = false;
_hits++;
if (n < Nm1)
// add Y to totalSample;
_totalSamples.Add(Y);
if (n >= _n0)
// add Y to targetSample
_targetSamples.Add(Y);
// add l back to pool
_lineSegmentPool.Add(removedLineSegment);
//_totalLineSegment++;
}
else
// reject Y
{
reject = true;
if (n < Nm1)
_totalSamples.Add(X);
if (n >= _n0)
_targetSamples.Add(X);
}
}
#endregion
n++;
// debug output
#region debug
_averageAcceptProbability = _sumAcceptProbability / (double)n;
double h = _GMTargetDistribution.Evaluate(_totalSamples[n - 1]);
if (h > hMax)
{
hMax = h;
_indexMax = n - 1;
}
Console.Write("n = " + (n - 1));
if (death)
Console.Write(" Death");
else
Console.Write(" Birth");
if (reject)
Console.Write(" Reject");
else
Console.Write(" Accept");
Console.Write(" # = " + _totalSamples[n - 1].N);
Console.Write(" h(x) = " + String.Format("{0:0.0000e+00}", h));
Console.Write(" accept rate = " + String.Format("{0:0.0000e+00}", acceptProbability));
Console.WriteLine(" average accept rate " + String.Format("{0:f}", _averageAcceptProbability));
#endregion
} // end of while
#region debug
Console.Write("hx max = " + String.Format("{0:0.0000}", hMax) + " index = " + _indexMax);
_averageAcceptProbability = _sumAcceptProbability / (double)_n;
#endregion
return _targetSamples;
}
