Test scripts for LibBi resampling algorithms.
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oct
LICENSE
MANIFEST
META.yml
README.md
VERSION.md
qsub_cpu.sh
qsub_gpu.sh
qsub_metropolis_cpu.sh
qsub_metropolis_gpu.sh
run.sh
run_cpu.sh
run_gpu.sh
run_metropolis.sh
run_metropolis_cpu.sh
run_metropolis_gpu.sh

README.md

LibBi package: Resampling

Synopsis

./run_cpu.sh
./run_gpu.sh
./run_metropolis_cpu.sh
./run_metropolis_gpu.sh

or on a cluster:

qsub -t 0-15 qsub_run_cpu.sh
qsub -t 0-15 qsub_run_gpu.sh
qsub -t 0-15 qsub_run_metropolis_cpu.sh
qsub -t 0-15 qsub_run_metropolis_gpu.sh

This runs all experiments.

octave --path oct --eval "plot_and_print;"

This plots the results.

Outputs are produced as NetCDF files in the results/ directory. Each file name indicates the name of the algorithm and the seed that was used to simulate weight sets for testing. The contents of each file give the results of repeated runs of the algorithm on combinations of variance of weights and number of weights. For each run, the execution time is reported. For each combination of variance of weights and number of weights, the squared bias and variance of outcomes across all repetitions is reported. See Murray, Lee & Jacob (2014) for more information.

Description

This package may be used to test the resampling algorithms implemented in LibBi, reproducing the empirical results of Murray, Lee & Jacob (2014). It uses the test_resampler test command of LibBi; for more information run libbi help test_resampler.

References

L. M. Murray, A. Lee, and P. E. Jacob. Parallel resampling in the particle filter, 2014. [arXiv]