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Do you already have a partial implementation of SMC for this model? In addition to what's in the docs and the Gen tutorial on particle filtering, you might be interested in using this SMC extension package for Gen called GenParticleFilters.jl -- there's an example in the README for that package that is pretty similar to your hand-coded particle filter. |
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Thanks for the tips @ztangent! I guess my main question is that for the model implementation above, my model doesn't return anything. In the SMC case, what (if anything) do I have to return? |
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Hi everyone, thanks for Gen.jl! I've been having fun with it. I've been trying to get my head around the SMC example, and applying it to my problem. Can anyone give any pointers? Code using Metropolis Hastings is below; you can also find a hand-coded particle filter here for reference.
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