Transfer the module `SSMProblems.Utils` to `AdvancedPS`.

TuringLang / SSMProblems.jl

Common abstractions for state-space models

http://turinglang.org/SSMProblems.jl/

MIT License

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Transfer the module `SSMProblems.Utils` to `AdvancedPS`. #20

Closed yebai closed 10 months ago

yebai commented 12 months ago

The Utils submodule can be safely transferred to AdvancedPS.

In addition, the smc demo can be simplified by sharing some functionality from AdvancedPS, e.g. the resampling function. The idea of this smc demo is to illustrate the key steps for supporting SMC inference so we don't have to implement all the boilerplate code that AdvancedPS already has.

yebai commented 10 months ago

I now think we can keep Utils here due to https://github.com/TuringLang/SSMProblems.jl/issues/27