search

gabrieag / bayesian-change-detection

Bayesian model-based change detection
3 stars 5 forks source link

Improve resampling #2

Open gabrieag opened 9 years ago

gabrieag commented 9 years ago

Rather than just dropping the particles with the smallest weights, implement stratified optimal resampling according to page 10 of Fearnhead and Liu (2007).

asherbender commented 9 years ago

Worth looking at... the behaviour could be toggled by a key-word argument switch?

gabrieag commented 9 years ago

Yes, this is just a reminder for myself. I have a working implementation of this, but the style and variable naming is a bit crude. Once the PR is merged, I'll add this in proper PEP8 style.