Changeset 300

Timestamp:

03/19/09 15:38:58 (15 years ago)

Author:

smidl

Message:

mistake corrected

Files:

• bdm/estim/merger.cpp (modified) (7 diffs)

bdm/estim/merger.cpp

@@ -36 +36 @@
                 it_assert_debug ( rv.equal ( g0->_rv() ),"Incompatible g0" );
                 //Empirical density - samples
-                if (!fix_smp)
+                if ( !fix_smp )
+                {
                         eSmp.set_statistics ( ones ( Ns ), g0 );
-                
+                }
+
                 Array<vec> &Smp = eSmp._samples(); //aux
                 vec &w = eSmp._w(); //aux
@@ -54 +56 @@
                 vec vec0 ( 0 );
 
+                //initialize importance weights
+                if ( !fix_smp ) 
+                        for ( int i=0;i<Ns;i++ ){
+                        lw_mix ( i ) =g0->evallog ( Smp ( i ) );
+                }
+
                 // Initial component in the mixture model
                 mat V0=1e-8*eye ( dim +1 );
@@ -70 +78 @@
                 vec Mix_pdf ( Ns );
                 while ( !converged )
-                {
-                        //Re-estimate Mix
-                        //Re-Initialize Mixture model
-                        Mix.flatten ( &Mix_init );
+        {
+                //Re-estimate Mix
+                //Re-Initialize Mixture model
+                Mix.flatten ( &Mix_init );
                         Mix.bayesB ( Smp_ex, w*Ns );
                         delete Mpred;
@@ -80 +88 @@
 
                         // This will be active only later in iterations!!!
-                        if ((!fix_smp)&( 1./sum_sqr ( w ) <0.5*Ns ))
+                        if ( ( !fix_smp ) & ( 1./sum_sqr ( w ) <0.5*Ns ) )
                         {
                                 // Generate new samples
@@ -89 +97 @@
                                         if ( Smp ( i ) ( 2 ) <0 ) {Smp ( i ) ( 2 ) = 0.01; }
                                         set_col_part ( Smp_ex,i,Smp ( i ) );
-                                }
-                                if ( 0 )
+                                        //Importance of the mixture
+                                        lw_mix ( i ) =Mix.logpred (Smp_ex.get_col(i) );
+                                }
+                                if ( 1 )
                                 {
                                         cout<<"Resampling =" << 1./sum_sqr ( w ) << endl;
@@ -176 +186 @@
                                 lW.set_row ( i, lw_src ); // do not divide by mix
                         }
-                        //Importance of the mixture
-                        for ( int j=0;j<Ns;j++ )
-                        {
-                                lw_mix ( j ) =Mix.logpred ( Smp_ex.get_col ( j ) );
-                        }
                         lw = lognorm_merge ( lW ); //merge
+
+                        //Importance weighting
+                        if ( !fix_smp )
+                                lw -=  lw_mix; // hoping that it is not numerically sensitive...
+                        w = exp ( lw-max ( lw ) );
+
+                        //renormalize
+                        double sumw =sum ( w );
+                        if ( std::isfinite ( sumw ) )
+                        {
+                                w = w/sumw;
+                        }
+                        else
+                        {
+                                it_file itf ( "merg_err.it" );
+                                itf << Name ( "w" ) << w;
+                        }
 
                         if ( DBG )
@@ -192 +214 @@
                                 *dbg << Name ( str ) << lw_mix;
                         }
-                        //Importance weighting
-                        if (!fix_smp)
-                                lw -=  lw_mix; // hoping that it is not numerically sensitive...
-                        w = exp ( lw-max ( lw ) );
-                        //renormalize
-                        double sumw =sum ( w );
-                        if ( std::isfinite ( sumw ) )
-                        {
-                                w = w/sumw;
-                        }
-                        else
-                        {
-                                it_file itf ( "merg_err.it" );
-                                itf << Name ( "w" ) << w;
-                        }
-
-                        if ( DBG )
-                        {
-                                sprintf ( str,"w_is_%d",niter );
-                                *dbg << Name ( str ) << w;
-                        }
                         // ==== stopping rule ===
                         niter++;