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Accessing ancestor indices #10

@THargreaves

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@THargreaves

The current implementations of resampling do not expose the ancestor indices to the callback function.

I can see two approaches to dealing with this:

  • We introduce an "intermediate" object for the particle filter as in KalmanFilters.jl which stores the ancestor indices for each step.
  • We include the ancestral indices in the state (as in the PMCMC literature)

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