Implement SMC^2 #88
rlouf
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Implement SMC^2
#88
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Is there a specific reason why you'd want this algorithm implemented? It is very SSM oriented IMO (though @nchopin may have a different point of view). |
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That's an algorithm I've wanted to implement for a while and that would be very useful for many practitioners. |
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https://arxiv.org/pdf/1101.1528.pdf
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