Timeline for How is the number of particles decided in particle filtering?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 24, 2013 at 16:20 | vote | accept | mixtureModel | ||
| Dec 24, 2013 at 16:03 | comment | added | Matteo Fasiolo | Yes. Otherwise if you want to change it dynamically you can monitor something like the Effective Sample Size (ESS) and choose to increase the number of particles when it falls below a predetermined threshold. | |
| Dec 24, 2013 at 15:48 | comment | added | mixtureModel | So the number of particles stays fixed all through filter predictions for $y_1$, $y_2$, .. etc? | |
| Dec 24, 2013 at 14:30 | history | answered | Matteo Fasiolo | CC BY-SA 3.0 |