Reference · The Applied Higher-Order Functions catalogue
rainbow.algorithms.proofs.ahof.smc
AHoF V30 Sequential Monte Carlo: propagate and resample a weighted particle set over time; the filtered estimate is the normalized weighted mean of the particles, estimate w0 x0 w1 x1 = w0*x0 + w1*x1. Balanced weights on particles 1/2 and 3/4 give 5/8; weight on the first particle only gives 1/2. Proved native and axiom-free (by cross-product equivalence). Scope (measured by the kernel): this module has 3 worked instances (statements about specific values) and 1 definitional unfoldings (true by unfolding a definition). None of its theorems is a guarantee about the algorithm for all inputs; `lein verify rainbow.algorithms.proofs.ahof.smc` prints this classification.
smc/estimate
smc/estimate : (x₁ x₂ x₃ x₄ : ℚ≥0) → ℚ≥0
ℚ≥0 = nnrat/NonnegativeRational
smc/balanced
smc/balanced : → ℚ≥0
ℚ≥0 = nnrat/NonnegativeRational
smc/single
smc/single : → ℚ≥0
ℚ≥0 = nnrat/NonnegativeRational
smc/estimate-unfold
smc/estimate-unfold : (w0 x0 w1 x1 : ℚ≥0) → qmdp/value w0 x0 w1 x1 = w0 · x0 + w1 · x1
+ = nnrat/add= = equality/Eq· = nnrat/multiplyℚ≥0 = nnrat/NonnegativeRational
smc/balanced-is-five-eighths
smc/balanced-is-five-eighths : → smc/balanced = 5/8
= = nnrat/equivalent: equality of rational values
smc/single-is-first
smc/single-is-first : → smc/single = 1/2
= = nnrat/equivalent: equality of rational values
smc/combined
smc/combined : → proposition/conjunction (smc/balanced = 5/8) (smc/single = 1/2)
= = nnrat/equivalent: equality of rational values