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Update documentation #16
Update documentation #16
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I think it can be a bit confusing here to use
x
which otherwise only denotes (internal) states. Maybe just define it in/via the model equations below and remove this list?There was a problem hiding this comment.
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IMO these names are quite confusing. It was not clear to me at all that
particleof
was referring to some type (which type? of the states I assume?) and thatdimension
only refers to the internal states and does not considery
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I think if every user has to write this check for every model, this indicates that the API could be better designed. Maybe the easiest would be to have different functions for whether its the initial transition or not?
Or maybe the example just incorrectly suggestes that the code always takes this structure?
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Again I think this needs more explanations - what does this function do? What are the arguments? Should it return something or modify something?
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What do you mean with "log density of the model"? Just
g(y_t | x_t)
I assume based on the function name?There was a problem hiding this comment.
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What is a state machine?
More conceptually/design-wise, why do we have to define such a function? The Markovian model above works just fine without any such restrictions - wouldn't it be more natural to just iterate as long as there are observations?
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We will consider removing
isdone
function, and get such information from the size of the observation array.There was a problem hiding this comment.
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What do you mean here?
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Again, I'm not sure about the term "model logdensity" here due to the multitude of different log densities that could be considered in this setting.
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This refers back to a question above - what is the interface and interpretation of
AbstractParticle
? And why are particles coupled with the model? Intuitively, to me they seem to be a separate entity.There was a problem hiding this comment.
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I assume this should be
Conceptually, again I think the size of this loop should be governed rather by the observations than the model or particles.
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We need to reset all log weights to zero after the resampling step.
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What is
resample
, also a part of the interface? I think more explanations would make this example much clearer.There was a problem hiding this comment.
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Shadowing the variable makes it more difficult to follow the code, I assume. Maybe just save the particles at each time point for illustration purposes to make the sequential nature and the time-dependency of the particles clearer.
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Can't/shouldn't you just set
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Do we want to keep this code block in the module?