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reubenharry
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I assume this preserves the unbiased nature of SMC (since no resampling is unbiased, and full resampling is unbiased) - if not it should be commented.
reubenharry
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I assume this preserves the unbiased nature of SMC (since no resampling is unbiased, and full resampling is unbiased) - if not it should be commented.
I'm not sure. Is there a resource to read up about biases introduced by resampling? I didn't read anything in Murphy's book about this not being unbiased. I would have thought that if the procedure at each timestamp is not biased, the whole process is not biased, but I can't prove it. |
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Also, I want to add a fixture test and look at the values a bit before merging. |
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I don't really know, but yeah, I also agree with that reasoning. |
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I managed to produce a crash using this function in |
The crash was: I could not manage to reproduce it again. In subsequent runs, it seemed to me that one could definitely speed up performance, while keeping the same variance. |
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| resampleMultinomial = resampleGeneric multinomial | ||
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| -- | Only use the given resampler when the effective sample size is below a certain threshold | ||
| onlyBelowEffectiveSampleSize :: |
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I should have one fixture test and a unit test where this is used.
I recently read about improving existing resampling methods by only resampling when the effective sample size is small.