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TuringLang / SSMProblems.jl

Common abstractions for state-space models
http://turinglang.org/SSMProblems.jl/
MIT License
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Particle filter example #53

Open FredericWantiez opened 3 weeks ago

FredericWantiez commented 3 weeks ago

Small example of a particle filter using the new API. Since Metal.jl doesn't really support rand() / Distributions, it's hard to make this more complex.

Discussed here https://github.com/TuringLang/SSMProblems.jl/issues/43

yebai commented 2 weeks ago

@FredericWantiez does the vectorisation help?

FredericWantiez commented 2 weeks ago

Haven't done a proper benchmark but it seems like its helping a bit, but not much.