struct AlwaysRejectRS

Overview

A proposal/likelihood pair with a vanishingly small acceptance probability, forcing the timeout branch of rejectionSampling().

struct AlwaysRejectRS: public mrpt::bayes::CRejectionSamplingCapable
{
    // methods

    std::vector<TParticle> rejectionSampling(size_t desiredSamples, size_t timeoutTrials = 1000);
};

Methods

std::vector<TParticle> rejectionSampling(
    size_t desiredSamples,
    size_t timeoutTrials = 1000
    )

Generates a set of N independent samples via rejection sampling.

Parameters:

desiredSamples	The number of desired samples to generate.
timeoutTrials	The maximum number of rejection trials per sample. Samples that exceed the timeout are assigned a weight proportional to the best likelihood seen, rather than the uniform weight of accepted samples.

Returns:

Vector of desiredSamples particles.