mlysy / pfjax

Particle filtering in JAX
https://pfjax.readthedocs.io
MIT License
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Dev mohan #7

Closed mohanwu closed 2 years ago

mohanwu commented 2 years ago

Both bridge and bootstrap methods will use the normal approximation as discussed: log y_t ~ N( log x_t, 1/quad)

Sampling model is still the unapproximated model, ie y_t ~ N( x_t, tau^2)

Commented out 64-bit config in test