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DiffusionConfig

Struct DiffusionConfig 

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pub struct DiffusionConfig {
    pub max_iter: usize,
    pub sd_tolerance: f64,
    pub initial_perturbation: f64,
    pub resampling_samples: usize,
}
Expand description

Configuration for SDE diffusion parameter optimization.

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§max_iter: usize

Maximum NelderMead iterations per support point.

Default: 50. Set lower for speed, higher for difficult surfaces.

§sd_tolerance: f64

Convergence tolerance on simplex standard deviation.

NelderMead stops when the standard deviation of function values across the simplex vertices falls below this threshold. Default: 1e-3.

§initial_perturbation: f64

Fraction of the distance to the upper bound for simplex construction.

The second simplex vertex is placed at init + perturbation × (upper − init). This spans the simplex toward the upper bound without overshooting. Default: 0.15 (for init=0.01, bounds [0,0.5] → vertex at 0.084).

§resampling_samples: usize

Number of resampled evaluations per cost function call.

The SDE particle filter produces noisy likelihood estimates. Averaging over multiple evaluations reduces variance and makes NelderMead decisions reliable by giving every vertex the same precision.

Default: 3. Set to 1 for speed (raw NelderMead), higher for precision.

Trait Implementations§

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impl Clone for DiffusionConfig

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fn clone(&self) -> DiffusionConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DiffusionConfig

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for DiffusionConfig

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fn default() -> Self

Returns the “default value” for a type. Read more

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