public static Matrix ImportanceSampling(Matrix GoalFunc, int tryn)
{
Random r = new Random();
int[] sample = new int[tryn];
int point;
double[,] sumnum = new double[1, 20];
for (int i = 0; i < 20; i++)
{
sumnum[0, i] = 0;
}
for (int i = 0; i < tryn; i++)
{
point = r.Next(0, 19);
sumnum[0, point] = sumnum[0, point] + GoalFunc.body[0, point];
}
Matrix getdist = new Matrix(sumnum);
getdist.toProbabilty();
return getdist;
}
public static Matrix GibbsSampling(Matrix GoalFunc, int tryn)
{
Random r = new Random();
int[] sample = new int[tryn];
int point = r.Next(0, 19);
int newpoint;
for (int i = 0; i < tryn; i++)
{
sample[i] = point;
newpoint = JumpPointGibbs(point, r, GoalFunc);
double ttt = GoalFunc.get(0, newpoint) / (GoalFunc.get(0, newpoint) + GoalFunc.get(0, point));
point = newpoint;
}
double[,] sumnum = new double[1, 20];
for (int i = 0; i < 20; i++)
{
sumnum[0, i] = 0;
}
for (int i = 0; i < tryn; i++)
{
if (sample[i] == -1)
{
}
else
{
sumnum[0, sample[i]]++;
}
}
Matrix getdist = new Matrix(sumnum);
getdist.toProbabilty();
return getdist;
}
static void Main(string[] args)
{
Matrix RealMass = new Matrix(new double[,]{{1,2,3,4,5,6,7,8,9,10,10,9,8,7,6,5,4,3,2,1}});
Matrix Realdist = new Matrix(RealMass.body);
Realdist.toProbabilty();
int samplingtime = 500000;
Matrix RSdist = RejectionSampling(Realdist, samplingtime);
Matrix IPdist = ImportanceSampling(Realdist, samplingtime);
Matrix MCdist = MCMCSampling(Realdist, samplingtime);
Matrix GBdist = GibbsSampling(Realdist, samplingtime);
Console.WriteLine(Realdist.toStringSimply());
Console.WriteLine("Sampling Distribution by Rejection Sampling");
Console.WriteLine(RSdist.toStringSimply());
Console.WriteLine("distance between Real and Rejection Sampling");
Console.WriteLine((Realdist - RSdist).toStringSimply());
Console.WriteLine("Sampling Distribution by MCMC Sampling");
Console.WriteLine(MCdist.toStringSimply());
Console.WriteLine("distance between Real and MCMC Sampling");
Console.WriteLine((Realdist - MCdist).toStringSimply());
Console.WriteLine("Sampling Distribution by Gibbs Sampling");
Console.WriteLine(GBdist.toStringSimply());
Console.WriteLine("distance between Real and Rejection Sampling");
Console.WriteLine((Realdist - GBdist).toStringSimply());
Console.WriteLine("Sampling Distribution by Importants Sampling");
Console.WriteLine(IPdist.toStringSimply());
Console.WriteLine("distance between Real and Importants Sampling");
Console.WriteLine((Realdist - IPdist).toStringSimply());
Console.WriteLine("Results of Rejection, MCMC, Gibbs, Importants");
Console.Write((1000*(Realdist - RSdist) * (1000*(Realdist - RSdist)).trans()).toStringSimply()+",");
Console.Write((1000 * (Realdist - MCdist) * (1000 * (Realdist - MCdist)).trans()).toStringSimply() + ",");
Console.Write((1000 * (Realdist - GBdist) * (1000 * (Realdist - GBdist)).trans()).toStringSimply() + ",");
Console.Write((1000 * (Realdist - IPdist) * (1000 * (Realdist - IPdist)).trans()).toStringSimply() + ",");
}
public static Matrix RejectionSampling(Matrix GoalFunc, int tryn)
{
Random r = new Random();
int[] sample = new int[tryn];
double rejectionprob;
int point;
for (int i = 0; i < tryn; i++)
{
point = r.Next(0, 19);
rejectionprob = r.NextDouble();
if (rejectionprob > GoalFunc.get(0, point))
{
sample[i] = -1;
}
else
{
sample[i] = point;
}
}
double[,] sumnum = new double[1,20];
for (int i = 0; i < 20; i++)
{
sumnum[0,i] = 0;
}
for (int i = 0; i < tryn; i++)
{
if (sample[i] == -1)
{
}
else
{
sumnum[0,sample[i]]++;
}
}
Matrix getdist = new Matrix(sumnum);
getdist.toProbabilty();
return getdist;
}
