I really need to get around to adding general rules for smoothed stochastic derivatives, beyond the special case of the particle filter. This issue is for rules added through ForwardDiff / ChainRules, rather than via a new triple backend, which might therefore have more limited support for discrete constructs such as array indexing.
I really need to get around to adding general rules for smoothed stochastic derivatives, beyond the special case of the particle filter. This issue is for rules added through
ForwardDiff/ChainRules, rather than via a new triple backend, which might therefore have more limited support for discrete constructs such as array indexing.