Storing statistics on the particle weights

Open trappmartin opened this issue 7 years ago • 1 comments

As discussed in TuringLang/Turing.jl#426, it would be good if Turing would be able to store statistics on the particle weights for all particle-filtering based methods. These statistics could be stored in the ParticleContainer and exposed to the user through new fields in the Chain type.

Sep 04 '18 15:09 trappmartin

Any news on this? The output of sample(...) seems to be the final snapshot of the particles and weights.

Oct 22 '22 15:10 fipelle