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Particle sampler implementation #11

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ef1494d
Initial commit
js-d Jun 19, 2020
c752e7f
initialize files
js-d Jun 19, 2020
35652c0
move first chunks, temporary
js-d Jun 19, 2020
34feb3f
created sweep.jl, improved resampling structure
js-d Jun 22, 2020
87a8022
build package structure
js-d Jun 22, 2020
0746863
update dependencies and reorder exports
js-d Jun 23, 2020
4ddb0b9
import AbstractMCMC
js-d Jun 24, 2020
0c7a88a
replace import by using
js-d Jun 24, 2020
99c5262
add prefix in front of AbstractSampler
js-d Jun 24, 2020
bddb3a5
export specific functions
js-d Jun 24, 2020
77e2729
add functions from DynamicPPL
js-d Jun 24, 2020
8e90640
add StatsFuns
js-d Jun 24, 2020
44ae138
add softmax and logsumexp to used StatsFuns functions
js-d Jun 24, 2020
32ee17f
add Rando
js-d Jun 24, 2020
c1a6f1c
add Distributions
js-d Jun 24, 2020
19ec201
add test folder
js-d Jun 26, 2020
0057ecc
add Test
js-d Jun 26, 2020
1da3168
replace @turing_testset by @testset, make resampling tests work
js-d Jun 26, 2020
6c46e1e
add tests that were in test/core/container.jl
js-d Jun 26, 2020
b1b58cb
removed trace.jl
js-d Jun 26, 2020
39b79a2
remove trace.jl
js-d Jun 26, 2020
949e2cf
add TODOs
js-d Jun 26, 2020
966c3ee
repair comments
js-d Jul 1, 2020
8e8e018
wrote import Turing.Core - doesn't want to add Turing or Turing.Core …
js-d Jul 1, 2020
2d6c28c
specify Turing.Core imports
js-d Jul 2, 2020
5bcfee3
rename repo
js-d Jul 2, 2020
f898d4f
rename repo
js-d Jul 2, 2020
ffb3772
add newlines at EOF
js-d Jul 2, 2020
6809d9e
add trace.jl
js-d Jul 2, 2020
3a3d421
particlecontainer.jl test still doesn't pass
js-d Jul 3, 2020
1bfdbb8
moved some tests to Turing.jl
js-d Jul 6, 2020
da821d9
in resampling.jl rename resampler attribute to scheme, in sweep.jl re…
js-d Jul 7, 2020
ccb8634
remove function resample
js-d Jul 7, 2020
93d0ddb
remove function resample from tests
js-d Jul 7, 2020
1c24a01
remove default scheme from function resample_propagate\!
js-d Jul 7, 2020
bd08f5e
Delete README.md
js-d Jul 9, 2020
aac7ca2
merge with original repository
js-d Jul 9, 2020
66fd6ea
remove useless resample function
js-d Jul 9, 2020
455f17c
add indentation and return to return statements in sweep.jl
js-d Jul 13, 2020
16a2fa8
remove Manifest file
js-d Aug 18, 2020
9d3bb1c
remove Test and Turing from Project.toml, not DynamicPPL (needed in t…
js-d Aug 18, 2020
e2b4897
add references to README.md
js-d Aug 18, 2020
d165401
improve docstrings
js-d Aug 18, 2020
fbb3b75
correct reasmpling.jl tests
js-d Aug 18, 2020
3d25a1d
added [extras] and [target] to Project.toml for Test, does not work
js-d Aug 18, 2020
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311 changes: 311 additions & 0 deletions Manifest.toml
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18 changes: 18 additions & 0 deletions Project.toml
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name = "AdvancedPS"
uuid = "9c00393c-822d-4781-8df5-4c3c33f9866d"
authors = ["JS Denain <denain.js@gmail.com>"]
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24 changes: 9 additions & 15 deletions README.md
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# AdvancedParticleSamplers.jl
# AdvancedPS.jl
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@devmotion devmotion Aug 18, 2020

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Why are the references removed?

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@js-d js-d Aug 18, 2020

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my bad, changed


## References

* Doucet, Arnaud, and Adam M. Johansen. "A tutorial on particle filtering and smoothing: Fifteen years later." Handbook of nonlinear filtering 12, no. 656-704 (2009): 3.

### Reference
* Andrieu, Christophe, Arnaud Doucet, and Roman Holenstein. "Particle Markov chain Monte Carlo methods." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 72, no. 3 (2010): 269-342.

1. Doucet, Arnaud, and Adam M. Johansen. "A tutorial on particle filtering and smoothing: Fifteen years later." Handbook of nonlinear filtering 12, no. 656-704 (2009): 3.

2. Andrieu, Christophe, Arnaud Doucet, and Roman Holenstein. "Particle Markov chain Monte Carlo methods." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 72, no. 3 (2010): 269-342.

3. Tripuraneni, Nilesh, Shixiang Shane Gu, Hong Ge, and Zoubin Ghahramani. "Particle gibbs for infinite hidden Markov models." In Advances in Neural Information Processing Systems, pp. 2395-2403. 2015.

4. Lindsten, Fredrik, Michael I. Jordan, and Thomas B. Schön. "Particle Gibbs with ancestor sampling." The Journal of Machine Learning Research 15, no. 1 (2014): 2145-2184.

5. Pitt, Michael K., and Neil Shephard. "Filtering via simulation: Auxiliary particle filters." Journal of the American statistical association 94, no. 446 (1999): 590-599.

6. Doucet, Arnaud, Nando de Freitas, and Neil Gordon. "Sequential Monte Carlo Methods in Practice."

7. Del Moral, Pierre, Arnaud Doucet, and Ajay Jasra. "Sequential Monte Carlo samplers." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 68, no. 3 (2006): 411-436.
* Tripuraneni, Nilesh, Shixiang Shane Gu, Hong Ge, and Zoubin Ghahramani. "Particle gibbs for infinite hidden Markov models." In Advances in Neural Information Processing Systems, pp. 2395-2403. 2015.

* Lindsten, Fredrik, Michael I. Jordan, and Thomas B. Schön. "Particle Gibbs with ancestor sampling." The Journal of Machine Learning Research 15, no. 1 (2014): 2145-2184.

* Pitt, Michael K., and Neil Shephard. "Filtering via simulation: Auxiliary particle filters." Journal of the American statistical association 94, no. 446 (1999): 590-599.

* Doucet, Arnaud, Nando de Freitas, and Neil Gordon. "Sequential Monte Carlo Methods in Practice."

* Del Moral, Pierre, Arnaud Doucet, and Ajay Jasra. "Sequential Monte Carlo samplers." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 68, no. 3 (2006): 411-436.
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