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Stratified resampling#77

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simsurace wants to merge 9 commits intomasterfrom
stratified-resampling
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Stratified resampling#77
simsurace wants to merge 9 commits intomasterfrom
stratified-resampling

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This is an experimental branch with the following changes:

  • A new feature that allows one to set the resampling method as a keyword parameter resampling_method of NestedFilterSimulation.
  • The previous sampling algorithm is the default option, now called Multinomial()
  • When setting resampling_method = Stratified(), the stratified resampling scheme from this paper is used.
  • In the /exp folder, there is a script and resulting figures showing the convergence of parameter estimates for the two resampling methods.

@simsurace simsurace marked this pull request as draft May 24, 2023 22:11
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codecov bot commented May 24, 2023

Codecov Report

Merging #77 (0dcaea1) into master (c2101b0) will decrease coverage by 8.12%.
The diff coverage is 10.90%.

@@            Coverage Diff             @@
##           master      #77      +/-   ##
==========================================
- Coverage   69.07%   60.96%   -8.12%     
==========================================
  Files          14       15       +1     
  Lines         692      789      +97     
==========================================
+ Hits          478      481       +3     
- Misses        214      308      +94     
Impacted Files Coverage Δ
src/BinomialSynapses.jl 100.00% <ø> (ø)
src/resample.jl 35.43% <5.82%> (-20.20%) ⬇️
src/filter.jl 93.33% <66.66%> (-6.67%) ⬇️
src/likelihood.jl 93.75% <100.00%> (ø)
src/simulate.jl 86.44% <100.00%> (ø)

... and 1 file with indirect coverage changes

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