Thursday, May 05, 2005

Tree Gibbs working with FFBS

* Corrected last bugs and errors. It is correctly working right now, without any initialization problems.

* Read the Doucet and West statistical paper on non-linear state models. Interesting but in fact the framework seems to be significantly different from our framework. First they have densities reflecting exactly conditional probabilities and not potentials, etc... They use particle filters to compute a single trajectory as a single particle.

-> speack with Nando, see what next

Wednesday, May 04, 2005

Implementation challenges

* Tried to correct the initialization bug found yesterday. The limits of my current design and bad knowledge of C++ are becoming more evident each passing day.

* In particular, templates don't work very well with polymorphism. I think that in fact templates should be used much more rarely, in containers for example. If you know in advance which type you are gonna use for an object, you don't need tempaltes. I now think templates should rather be added later than sooner

* Learnt than a copy via a pointer that is pointing to a base class, is not possible, you have to write your own virtual Copy or Clone function

-> finish the implementation of the workarounds for the bugs discovered

Monday, May 02, 2005

Implementation work started again

* Read the PAMPAS paper in the reading group. It is interesting, and just loopy with some particle filters, essentially.

* Found some issues related to initialization, apparently, since Gibbs sampler produces different results if it is run after a Tree_Gibbs_Sampler. This is because, probably, the potentials on the nodes, instead of being Constant, are left equal to something...

* Implemented FFBS for Discrete cases and pairwise case. Has to be tested

* Verified that Peter explanation on FFBS has some errors.

-> correct the inialization issues

-> lots of code clean ups ?