You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Consider a basic bootstrap filter; in the current state of this repository, it is fully functional and supports a wide variety of user defined models over a cacophony of distributions.
However, the current implementation relies on distributions being multivariate. Thus each particle set is a vector of static vectors, and because of the nature of Distributions.jl it is impossible to generalize rand(x::Sampleable) to fill an array given a univariate distribution. This becomes problematic because the filter must evaluate a boolean at each step of the filter, which is the obvious remedy to support univariate distributions.
A better solution would be to avoid the use of static arrays in the case of univariate distributions. This would reduce the computational strain added by multivariate distributions as well as reduce the overall number of allocations generated at each step.
The text was updated successfully, but these errors were encountered:
Consider a basic bootstrap filter; in the current state of this repository, it is fully functional and supports a wide variety of user defined models over a cacophony of distributions.
However, the current implementation relies on distributions being multivariate. Thus each particle set is a vector of static vectors, and because of the nature of
Distributions.jl
it is impossible to generalizerand(x::Sampleable)
to fill an array given a univariate distribution. This becomes problematic because the filter must evaluate a boolean at each step of the filter, which is the obvious remedy to support univariate distributions.A better solution would be to avoid the use of static arrays in the case of univariate distributions. This would reduce the computational strain added by multivariate distributions as well as reduce the overall number of allocations generated at each step.
The text was updated successfully, but these errors were encountered: