AdvancedPS.jl
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Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms
This PR modifies LibtaskExt to allow sampling from Turing models with keyword arguments with SMC or PG. See https://github.com/TuringLang/Turing.jl/pull/2660 for usage. It's hacky: it assumes that `AbstractGenericModel` has fields called...
With the addition of the state prior, there are a few minor changes that need to be made to the interface. - [x] Update TracedSSM (would like some feedback here)...
https://github.com/TuringLang/AdvancedPS.jl/blob/3cb7ec8bca08cc94c411787664e8440bca6aa6ed/ext/AdvancedPSLibtaskExt.jl#L19-L26 Right now the `other` field only stores a `VarInfo`. By coincidence (okay, historical design), the varinfo also contains a flag called "del" which says whether we need to resample...