Open turion opened 1 year ago
when the effective sample size is low
To make this a more relevant criterion, one should first take the whole population PopulationT m everything
and project it onto only that parameter, collapsing particles with identical values to one, and then looking at the ESS. But that would require an Eq
constraint.
Right now, the best approach to estimating constant parameters seems to be a stochastic diffusion process that keeps & mutates guesses for these parameters in its state, and lowers its temperature with time. This might be called "tempering" or "annealing" in the literature. There are two open research questions:
mhStep
inmonad-bayes
seems questionable. The other idea would be deriving a diffusion kernel from the parameter type.