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Improve SMC about bayesiantools HOT 1 OPEN

florianhartig avatar florianhartig commented on July 20, 2024
Improve SMC

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TankredO avatar TankredO commented on July 20, 2024

Just some thoughts to the adaptive filtering / likelihood weights....
There are some ways we could do that:
a) take the best x% of particles every generation/iteration. We might get into trouble with local optima, since we are completely loosing the exploration part of the filtering step.
b) tournament selection
c) rank selection. Here we have the problem of choosing probabilities for each rank, without knwoing beforehand how many ranks (particles) there are

Please let me know what you think about that.

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