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combine Kalman Filter from dynamax and sequential monte carlo from [Blackjax](https://github.com/blackjax-devs/blackjax) to implement RBPF for switching linear Gaussian SSM. For details, see sec 13.4.…
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The way we compute the MAP in `makeMarginalERP` doesn't work very well when the marginal comes from a sampling algorithm. This is because we pick the sample with the highest count as the MAP value, bu…
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Hi Simone, welcome! @mmider and I saw this nice package and it appears we have some overlap in interest. Our background is a bit different (statistical inference for stochastic processes), it would b…
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Code review to look for errors, mismatched filenames, labels in wrong order, using the wrong experiments, etc.
- [x] `convert_frequentist_output.jl`: Converts the output from the frequentist exper…
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### Describe the issue as clearly as possible:
When computing the `new_parameter_override` there's only the new_state and info as input. This means there can't be a dependency on the previous `param…
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Looks like from my runs last night that this is _very_ slow on the whole dataset. I'll profile and figure out what could possibly be done (possibly parallelize the reweighting step?). Not sure what pr…
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Hello, I am having issues running the mica2 executable. All dependencies were installed and the only significant issue I had in the compiling was the "lapacke.h" not found - I worked around this by co…
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Hi,
I was wondering how to sample Posterior partitioning of the rows/columns (cluster assignment)? Is this feature supported? If not, is there any to do that? Theoretically, it should be possible b…
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Thank you very much, Nicolas Chopin, for the package. I have carefully read your book. SMC is exactly what I needed to approximate the model evidence.
Before starting to use the package, I compared…
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I have had some trouble getting certain data to run through fitclone for unknown reasons. I can get the .tsv/.yaml labeled "NMS_bottleneck_A" to run perfectly fine and it outputs reasonable fitness va…