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sampler_update_PPF.m
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sampler_update_PPF.m
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function [sample_K,sample_X,sample_Y,sample_Z,rec] = sampler_update_PPF( ...
sample_K,sample_X,sample_Y,sample_Z,rec, ...
C,h,b,F,params)
m_idx = find(b);
if isempty(m_idx)
return
end
M_idx = length(m_idx);
%% transfer in
sample_K_idx = sample_K( m_idx);
sample_X_idx = sample_X(:,m_idx);
sample_Y_idx = sample_Y(:,m_idx);
sample_Z_idx = sample_Z(:,m_idx);
%% images and likelihoods
for n = randperm(params.N)
Cn_t_exp_Ap = C(n)*params.t_exp(n) * ( diff(params.x_bnd)*diff(params.y_bnd) );
fn = h(n)*params.t_exp(n) ;
if n > 1
Mx_prev = sample_X_idx(n-1,:);
My_prev = sample_Y_idx(n-1,:);
Mz_prev = sample_Z_idx(n-1,:);
dt_prev = params.dt(n-1);
end
if n < params.N
Mx_next = sample_X_idx(n+1,:);
My_next = sample_Y_idx(n+1,:);
Mz_next = sample_Z_idx(n+1,:);
dt_next = params.dt(n);
end
sample_L = get_log_L(fn,sample_X_idx(n,:),sample_Y_idx(n,:),sample_Z_idx(n,:),M_idx,[],n,Cn_t_exp_Ap,F,params);
for rep = 1:poissrnd( M_idx*params.PPF_rep )
% update anchors
for m = 1:M_idx
k = find( ( sample_X_idx(:,m)>params.X_prior_min) & ( sample_X_idx(:,m)<params.X_prior_max) ...
& ( sample_Y_idx(:,m)>params.Y_prior_min) & ( sample_Y_idx(:,m)<params.Y_prior_max) ...
& ( sample_Z_idx(:,m)>params.Z_prior_min) & ( sample_Z_idx(:,m)<params.Z_prior_max) ) ;
sample_K_idx(m) = k(randi(length(k)));
end
idx = find( sample_K_idx==n );
Dr = params.D_prior_B + get_S_without([],[sample_X_idx,sample_Y_idx,sample_Z_idx],params.dt);
Dr = Dr/randg(params.D_prior_A+1.5*(params.N-1)*M_idx);
dr = params.D_prior_B + get_S_without(n,[sample_X_idx,sample_Y_idx,sample_Z_idx],params.dt);
dr = dr/randg(params.D_prior_A+1.5*(params.N-2)*M_idx);
if n==1
Mx = Mx_next;
My = My_next;
Mz = Mz_next;
Vr = 2*Dr*dt_next;
vr = 2*dr*dt_next;
elseif n==params.N
Mx = Mx_prev;
My = My_prev;
Mz = Mz_prev;
Vr = 2*Dr*dt_prev;
vr = 2*dr*dt_prev;
else
Mx = ( Mx_prev*dt_next + Mx_next*dt_prev )/( dt_next + dt_prev );
My = ( My_prev*dt_next + My_next*dt_prev )/( dt_next + dt_prev );
Mz = ( Mz_prev*dt_next + Mz_next*dt_prev )/( dt_next + dt_prev );
Vr = 2*Dr/( 1/dt_prev+1/dt_next );
vr = 2*dr/( 1/dt_prev+1/dt_next );
end
% pick slice
log_U = log(rand);
% pick ellipse
ux = sqrt(vr)*randn(1,M_idx);
uy = sqrt(vr)*randn(1,M_idx);
uz = sqrt(vr)*randn(1,M_idx);
% pick interval
T_min = - 2*pi*rand;
T_max = T_min + 2*pi;
% keep resampling
while true
rec(2) = rec(2) + 1;
% get proposal
propos_T = T_min + (T_max-T_min)*rand;
propos_x = Mx+(sample_X_idx(n,:)-Mx)*cos(propos_T)+ux*sin(propos_T);
propos_y = My+(sample_Y_idx(n,:)-My)*cos(propos_T)+uy*sin(propos_T);
propos_z = Mz+(sample_Z_idx(n,:)-Mz)*cos(propos_T)+uz*sin(propos_T);
propos_L = get_log_L(fn,propos_x,propos_y,propos_z,M_idx,idx,n,Cn_t_exp_Ap,F,params);
log_a = propos_L - sample_L ...
+ 0.5*sum( (propos_x-Mx).^2 - (sample_X_idx(n,:)-Mx).^2 ...
+ (propos_y-My).^2 - (sample_Y_idx(n,:)-My).^2 ...
+ (propos_z-Mz).^2 - (sample_Z_idx(n,:)-Mz).^2 )*(1/vr-1/Vr);
if ~get_sanity_check(log_a)
keyboard
end
% take acceptance test
if log_U < log_a
sample_L = propos_L;
sample_X_idx(n,:) = propos_x;
sample_Y_idx(n,:) = propos_y;
sample_Z_idx(n,:) = propos_z;
rec(1) = rec(1) + 1;
break % while true
else
if propos_T<0
T_min = propos_T;
else
T_max = propos_T;
end
end % acc
end % while
end % rep
end % n
% re-update anchors
for m = 1:M_idx
k = find( ( sample_X_idx(:,m)>params.X_prior_min) & ( sample_X_idx(:,m)<params.X_prior_max) ...
& ( sample_Y_idx(:,m)>params.Y_prior_min) & ( sample_Y_idx(:,m)<params.Y_prior_max) ...
& ( sample_Z_idx(:,m)>params.Z_prior_min) & ( sample_Z_idx(:,m)<params.Z_prior_max) ) ;
sample_K_idx(m) = k(randi(length(k)));
end
%% transfer out
sample_K( m_idx) = sample_K_idx;
sample_X(:,m_idx) = sample_X_idx;
sample_Y(:,m_idx) = sample_Y_idx;
sample_Z(:,m_idx) = sample_Z_idx;
[sample_K,sample_X,sample_Y,sample_Z] = sampler_update_DDD(sample_K,sample_X,sample_Y,sample_Z,b,params);
end % function
%% ------------------------------------------------------------------------
function log_L = get_log_L(fn,X,Y,Z,M,idx,n,Cn_t_exp_Ap,F,params)
if ~isempty(idx) && ( any(X(idx)<params.X_prior_min) || any(X(idx)>params.X_prior_max) ...
|| any(Y(idx)<params.Y_prior_min) || any(Y(idx)>params.Y_prior_max) ...
|| any(Z(idx)<params.Z_prior_min) || any(Z(idx)>params.Z_prior_max) )
log_L = -inf;
else
u = Cn_t_exp_Ap;
for m = 1:M
u = u + get_hG_cnt(fn,X(m),Y(m),Z(m),params.x_bnd,params.y_bnd,params.s_ref,params.z_ref);
end % m
log_L = get_log_like(u,F,params,n);
end
end
%%
function S = get_S_without(n,f,dt)
if ~isempty(n)
t = cumsum([0;dt]);
f(n,:) = [];
t(n ) = [];
dt = diff(t);
end
S = 0.25*sum( diff(f).^2 ./ dt , 'all' );
end