Open
Description
Hello!
How to calculate the weight of the particle i ?
in your code, the mean of the kernel is particle i, but I saw another code that the mean of the kernel is particle_perv j. I'm confused.
https://github.com/rcmorehead/simpleabc/blob/master/simple_abc.py
code1:
# apply kernel to each particle's parameter vector Kf = self.kernel(Pid,t) kernels = Kf(self.theta[t-1])
code2:
for j in xrange(theta_prev.shape[1]): norm[j] = stats.multivariate_normal.pdf(theta[:, i], mean=theta_prev[:, j], cov=tau_squared)
I checked out the paper of Tina Toni 2009, and I think code2 maybe right, and the kernel is a transition kernel.
Metadata
Metadata
Assignees
Labels
No labels