search

kingaa / pomp

R package for statistical inference using partially observed Markov processes
https://kingaa.github.io/pomp
GNU General Public License v3.0
114 stars 27 forks source link

looking for more information on `bsmc2()` #141

Closed tbrown122387 closed 3 years ago

tbrown122387 commented 3 years ago

I'm just looking for more information on bsmc2(). The documentation reads

bsmc2 uses a version of the original algorithm (Liu \& West 2001), but discards the auxiliary particle filter. The modification appears to give superior performance for the same amount of effort.

How are states being proposed? Bootstrap style using the state transition?

tbrown122387 commented 3 years ago

It looks like the user gets to specify this with rprocess. I'll close the issue. Thanks.