implement basic particle filtering examples (possibly using blackjax)

Open murphyk opened this issue 3 years ago • 1 comments

It would be good to reimplement these demos, used in https://probml.github.io/pml-book/book2

https://github.com/probml/JSL/blob/main/jsl/demos/bootstrap_filter.py
https://github.com/probml/JSL/blob/main/jsl/demos/bootstrap_filter_maneuver.py
https://github.com/probml/JSL/blob/main/jsl/demos/rbpf_maneuver.py
https://github.com/probml/JSL/blob/main/jsl/demos/sis_vs_smc.py

Jul 19 '22 20:07 murphyk

Let's loop in my lab on this one — Dieterich Lawson and Andy Warrington have written a lot of particle filtering code recently. I think we'll have lots of stuff to start from.

Jul 19 '22 20:07 slinderman