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Code for Ionides, E.L., Asfaw, K., Park, J. and King, A.A., 2021. Bagged filters for partially observed interacting systems. Journal of the American Statistical Association. Pre-print at https://arxiv.org/abs/2002.05211.

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Bagged filters

This project develops material investigating bagged particle filter algorithms

Near the top of ms.Rnw there is a setting

run_level <- 1

which runs a quick version of the code for testing and debugging. Uncomment

run_level <- "jasa-sept-2020"

for a full version of the computations.

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Code for Ionides, E.L., Asfaw, K., Park, J. and King, A.A., 2021. Bagged filters for partially observed interacting systems. Journal of the American Statistical Association. Pre-print at https://arxiv.org/abs/2002.05211.

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