Regenerate initial particles in particle filter #544
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lwang19-ai
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Hi, I want to ask questions about regenerating particles in particle filter.
I have a generative model running from t1 to t100; the first measurement is at t50.
After I did pf_inialize with the observations at t50, the effective particle is 1. (because of the model dynamics and high dimension)
Hence, I want to regenerate the particles at t0 to get good particles at t50.
I found two ways to do it:
First, I use a selection to select the addresses I want to regenerate or use mh(trace, selection::Selection; ..) to regenerate particles.
However, one question is how to generate a selection with many addresses(more than 100). Do I need to manually add them individually to the Selection object?
Second, I tried to use mh(trace, proposal::GenerativeFunction, proposal_args::Tuple; ..), where I defined a proposal function to regenerate the initial particles. My proposal function is as follows.
The addresses like
{(:initial_a => I => :a_ini)}
are already defined in the generative model used in the particle filter.But in this case, the algorithm always rejected the regenerated particle, so I got the same trace as the previous trace.
Is there something wrong with this procedure?
Thank you!
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