TuringLang / GeneralisedFilters.jl

Filtering and smoothing algorithms for state space models with analytic (or approximately/partially analytic) solutions
MIT License
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Sparse Batch Particle Storage #13

Open THargreaves opened 6 days ago

THargreaves commented 6 days ago

The current implementation of sparse particle storage only works when the current state is stored as a vector of particles. For GPU implementations where the particles are stored as a dense matrix this isn't appropriate.

This can be overcome by adding a specialised getindex for these containers.