// Make proposal @Override public BlockProposal next(Value[] currentValue, Domain[] variableDomain) { final DimpleRandom rand = activeRandom(); double proposalForwardEnergy = 0; double proposalReverseEnergy = 0; int argumentIndex = 0; int argumentLength = currentValue.length; Value[] newValue = new Value[argumentLength]; for (int i = 0; i < argumentLength; i++) newValue[i] = Value.create(variableDomain[i]); // Get the current alpha values double[] alpha; double[] alphaEnergy; double alphaSum = 0; if (_customFactor.isAlphaEnergyRepresentation()) { alphaEnergy = _customFactor.getCurrentAlpha(); alpha = new double[alphaEnergy.length]; for (int i = 0; i < alphaEnergy.length; i++) { alpha[i] = Math.exp(-alphaEnergy[i]); alphaSum += alpha[i]; } } else { alpha = _customFactor.getCurrentAlpha(); alphaEnergy = new double[alpha.length]; for (int i = 0; i < alpha.length; i++) { alphaEnergy[i] = -Math.log(alpha[i]); alphaSum += alpha[i]; } } if (alphaSum == 0) // Shouldn't happen, but can during initialization { Arrays.fill(alpha, 1); Arrays.fill(alphaEnergy, 0); alphaSum = alpha.length; } int nextN = _constantN; if (!_hasConstantN) { // If N is variable, sample N uniformly int previousN = currentValue[argumentIndex].getIndex(); int NDomainSize = requireNonNull(variableDomain[0].asDiscrete()).size(); nextN = rand.nextInt(NDomainSize); newValue[argumentIndex].setIndex(nextN); argumentIndex++; // Add this portion of -log p(x_proposed -> x_previous) proposalReverseEnergy += -org.apache.commons.math3.special.Gamma.logGamma(previousN + 1) + previousN * Math.log(alphaSum); // Add this portion of -log p(x_previous -> x_proposed) proposalForwardEnergy += -org.apache.commons.math3.special.Gamma.logGamma(nextN + 1) + nextN * Math.log(alphaSum); } // Given N and alpha, resample the outputs // Multinomial formed by successively sampling from a binomial and subtracting each count from // the total // FIXME: Assumes all outputs are variable (no constant outputs) int remainingN = nextN; int alphaIndex = 0; for (; argumentIndex < argumentLength; argumentIndex++, alphaIndex++) { double alphai = alpha[alphaIndex]; double alphaEnergyi = alphaEnergy[alphaIndex]; int previousX = currentValue[argumentIndex].getIndex(); int nextX; if (argumentIndex < argumentLength - 1) nextX = rand.nextBinomial(remainingN, alphai / alphaSum); else // Last value nextX = remainingN; newValue[argumentIndex].setIndex(nextX); remainingN -= nextX; // Subtract the sample value from the remaining total count alphaSum -= alphai; // Subtract this alpha value from the sum used for normalization double previousXNegativeLogAlphai; double nextXNegativeLogAlphai; if (alphai == 0 && previousX == 0) previousXNegativeLogAlphai = 0; else previousXNegativeLogAlphai = previousX * alphaEnergyi; if (alphai == 0 && nextX == 0) nextXNegativeLogAlphai = 0; else nextXNegativeLogAlphai = nextX * alphaEnergyi; // Add this portion of -log p(x_proposed -> x_previous) proposalReverseEnergy += previousXNegativeLogAlphai + org.apache.commons.math3.special.Gamma.logGamma(previousX + 1); // Add this portion of -log p(x_previous -> x_proposed) proposalForwardEnergy += nextXNegativeLogAlphai + org.apache.commons.math3.special.Gamma.logGamma(nextX + 1); } return new BlockProposal(newValue, proposalForwardEnergy, proposalReverseEnergy); }
public MultinomialBlockProposal(ICustomMultinomial customFactor) { _customFactor = customFactor; _hasConstantN = customFactor.hasConstantN(); _constantN = customFactor.getN(); }