public void Smc_Dice()
{
// Exact posterior conditioned die
var twoRollsExact = Dice.ConditionalDieExact(2);
Debug.WriteLine(twoRollsExact.Histogram());
// Posterior inferred with SMC
var twoRolls = Dice.ConditionalDie(2);
var smcPosterior = twoRolls.SmcMultiple(100, 100);
var sampled = smcPosterior.Sample();
var weights = sampled.MapSample(sum => (double)sum)
.Weights;
var klDivergence = KullbackLeibler.KLDivergence(sampled, twoRollsExact, d => d);
Assert.IsTrue(klDivergence < 0.5);
Debug.WriteLine($"KL divergence: {klDivergence}");
Debug.WriteLine(Histogram.Weighted(weights, scale: 60));
}
public void Pimh_Dice()
{
// Exact posterior conditioned die
var twoRollsExact = Dice.ConditionalDieExact(2);
Debug.WriteLine(twoRollsExact.Histogram());
// Posterior inferred with SMC
var twoRolls = Dice.ConditionalDie(2);
var pimhPosterior = Pimh.Create(100, 1000, twoRolls).Sample();
var weights = from samples in pimhPosterior
from sample in samples
select sample;
var klDivergence = KullbackLeibler.KLDivergence(Samples(weights), twoRollsExact, d => d);
Debug.WriteLine($"KL divergence: {klDivergence}");
Assert.IsTrue(klDivergence < 0.5);
var doubleWeights = weights.Select(ip => ItemProb((double)ip.Item, ip.Prob));
Debug.WriteLine(Histogram.Weighted(doubleWeights, scale: 60));
}