PDMP Types

(/!\WIP/!\)

PDMP.FactorGraph — Type.

FactorGraph

Encapsulation of a factor graph. It is made out of a structure (FactorGraphStruct) and an array of factors corresponding to the given structure. See also: Factor, FactorGraphStruct.

source

Int for Int64 – in PDMP.jl
Float for Float64 – in PDMP.jl
AllowedVarType for Union{Float, Vector{Float}} (variable types in the local BPS) – in local/event.jl
AllowedTimeType for Union{Vector{Float}, LinSpace{Float}} (format of collections of times that can be passed to extract samples from events) – in path.jl

Abstract types

MvGaussian for multivariate gaussians – in models/mvgaussian.jl
Domain for domain description (in global BPS) – in geometry.jl
IPPSamplingMethod for sampling methods of an IPP – in ippsampler.jl
Thinning <: IPPSamplingMethod for thinning methods of an IPP – in ippsampler.jl

Specific types (global)

geometry

Unconstrained <: Domain (immutable) defines a domain without boundary (signature only)
Polygonal <: Domain (immutable) defines a domain with affine boundaries determined by normals and intercepts

ippsampler

LinearBound <: Thinning (immutable) thinning method using a linear bound following a uniform bound on the eigenvalues of the Hessian
NextEvent object returned when sampling from the IPP (contains a bouncing time, whether to bounce or not and a flipindex (ZZ case))

path

Path container for a path of the global sampling (stores list of corners and times)
Segment (immutable) container to store the two corners of a linear segment, makes it easier to sample from a Path

simulate

Simulation container for the parameters of a global simulation

Model types (global)

LogReg (immutable) model for a logistic regression

Specific types (local)

event

Event{T<:AllowedVarType} (immutable) a triple (x,v,t) corresponding to an event for one of the node.
EventList{T<:AllowedVarType} list of events (stored as lists of xs, vs, ts in order to be traversed more effectively than a Vector{Event}).
AllEventList container for the EventList of all the nodes

factorgraph

Factor (immutable) attaches the nextevent function (sampling from IPP), the gradient of the corresponding log-likelihood (gll) and an index
FactorGraphStruct (immutable) contains the pattern of connections between nodes via flist and vlist (storing what variable is attached to what factor and vice-versa) nfactors and nvars keep track of the number of factors and the number of nodes (variables)
FactorGraph (immutable) container for all the Factor and the FactorGraphStruct

simulate

LocalSimulation (immutable) container for the parameters of a local simulation (the factor graph, initial positions, etc)