Venturecxx
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Can't run multiple replicates of an SMC algorithm in one Venture session
Venture has only one nesting level of "particles", which can be used either for running N independent Markov chains (by (resample N) once at the beginning and not otherwise), or one SMC pass (by repeated use of resample). It would be nice to be able to do multiple independent SMC passes (for example, to characterize the distribution on results) without stepping out of the language.