Multistate conditional sampling is inaccurate

[alxempirical]

Conditional draws from each model are given equal weight. This is inaccurate. Models should be drawn from the multinomial given by the total probability of the conditions.

[fsaad]

The same should be true for weighting the estimates of logpdf by probability of the conditions under each State.

For reference, gpmcc.Engine implements the weighting as post-processing steps on the entire set of samples and logpdfs returned from each State (which could be improved for simulate in order to remove the dependence between the resampled draws).

https://github.com/probcomp/gpmcc/blob/master/src/engine.py#L243-L256

[gregory-marton]

I'd love to understand this better (problem and solution). May I ask for a
fifteen minute tutorial at some point?

On Mon, May 2, 2016 at 12:55 PM, F Saad notifications@github.com wrote:

The same should be true for weighting the estimates of logpdf by
probability of the conditions under each State.

For reference, gpmcc.Engine implements the weighting as post-processing
steps on the entire set of samples and logpdfs returned from each State
(which could be improved for simulate in order to remove the dependence
between the resampled draws).

https://github.com/probcomp/gpmcc/blob/master/src/engine.py#L243-L256

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#97 (comment)

Gregory Marton

gremio@mit.edu
617-858-0775
http://csail.mit.edu/~gremio/cal

[alxempirical]

Sure, I'd be happy to. Just let me know when would be good.

On Mon, May 2, 2016 at 11:24 PM, Gregory Marton notifications@github.com
wrote:

I'd love to understand this better (problem and solution). May I ask for a
fifteen minute tutorial at some point?

On Mon, May 2, 2016 at 12:55 PM, F Saad notifications@github.com wrote:

The same should be true for weighting the estimates of logpdf by
probability of the conditions under each State.

For reference, gpmcc.Engine implements the weighting as post-processing
steps on the entire set of samples and logpdfs returned from each State
(which could be improved for simulate in order to remove the dependence
between the resampled draws).

https://github.com/probcomp/gpmcc/blob/master/src/engine.py#L243-L256

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#97 (comment)

Gregory Marton

gremio@mit.edu
617-858-0775
http://csail.mit.edu/~gremio/cal

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#97 (comment)