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nchopin
Sequential Monte Carlo in python
Ah, sorry, my bad. One way to fix my code : ``` def multi_dist(xp, beta, gamma, dt): # xp means X_{t-1}, defines the BM parts locS = xp['S'] - beta*xp['S']*xp['I']*dt...
By default, PMMH runs the bootstrap filter associated to the considered state-space model. It is possible to use a different algorithm, by setting argument `fk_cls` to another `Feynman-Kac` class; however,...
Firstly, Thank you for contributing this library. Both books and code help me a lot. I am trying to use SMC2 method to fit my model of interest. However, the...
Update package for Controlled SMC module Add ControlledSMCTutorial note book Set state_space_models to master
Hello again, I am still trying to implement particle filters for the following SDE-model: $$ \begin{cases} dS(t) = -\alpha S(t)I(t)dt+\frac{1}{\sqrt{100}}\sqrt{\alpha S(t)I(t)}dB_1(t) \\ dI(t) = \alpha S(t)I(t)-\gamma I(t)dt-\frac{1}{\sqrt{100}}\sqrt{\alpha S(t)I(t)}dB_1(t)+\frac{1}{\sqrt{100}}\sqrt{\gamma I(t)}dB_2(t) \end{cases}...
This isn't a bug but rather a suggestion. Currently the user needs to code themselves the method ``upper_bound_log_pt(self, t)`` of the class ``StateSpaceModel`` in order to use smoothing algorithms. However...
1) What is not clear in the documentation is whether the `X` attribute of that object is weighted or unweighted particles. If those are weighted, then I assume that the...
Hello, I am working on a robotics application where I am interested in learning the motion and measurement model parameters of a ground robot, and wanted to know if the...
### Discussed in https://github.com/nchopin/particles/discussions/86 Originally posted by **MauroCE** May 4, 2024 I really like this package and it's very intuitive to use :) One thing that would make me love...