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TuringLang / SSMProblems.jl

Common abstractions for state-space models
http://turinglang.org/SSMProblems.jl/
MIT License
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Add a `filter!!` function to the interface #27

Closed yebai closed 1 month ago

yebai commented 10 months ago

We have a transition!! function at the moment. This allows us to sample forwardly to get the next state. However, we lack an interface to weight and filter the particles. This is observed in https://github.com/TuringLang/SSMProblems.jl/pull/26#discussion_r1396014394 and https://github.com/TuringLang/SSMProblems.jl/pull/26/files#r1396039783