Skip to content

Commit a2524a7

Browse files
Update optimal_transport_reweighting.py
1 parent fbe5421 commit a2524a7

1 file changed

Lines changed: 5 additions & 4 deletions

File tree

DeterministicParticleFlowControl/reweighting/optimal_transport_reweighting.py

Lines changed: 5 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -32,10 +32,11 @@ def reweight_optimal_transport_multidim(samples, weights):
3232
T: array like,
3333
transport map.
3434
35-
Reweighting particles according to ensemble transform erticle filter
36-
algorithm proposed by `Reich 2013`.
37-
Employes Optimal Transport to compute a resampling scheme which minimises the
38-
expected distances between the particles before and after the resampling
35+
Reweighting particles according to ensemble transform particle filter
36+
(ETPF) algorithm proposed by `Reich 2013`.
37+
Instead of particle resampling, ETPF employes Optimal Transport to
38+
compute a deterministic particle shift which minimises the
39+
expected distances between the particles before and after the transformation.
3940
:math: `CO = X^T \\cdot X`
4041
:math: `CO = diag(CO)*ones(1,M) -2*CO + ones(M,1)*diag(CO)'`
4142
:math: `[dist,T] = emd(ww,ones(M,1)/M,CO,-1,3)`

0 commit comments

Comments
 (0)