LibBi with Auxilary Particle Filter

[Lingjie Ni]

Hi All,

I am now working some model with Poisson process which is most likely need a Auxiliary Particle Filter. I read a little bit about LibBi user manual. It seems that I should use lookahead_transition and lookahead_observation to specify the approach. Do you guys know where I can find some code with some simple models as example? Thanks!

Cheers,
Lingjie

[Sebastian Funk]

Hi Lingjie,

Using "--filter lookahead" (or 'filter="lookahead"' if you're using RBi)
would be a start. If you don't specify lookahead_transition and
lookahead_observation the transition and observations densities from the
full model are used for the lookahead part.

If you want to using different transition and observation densities you
can use the lookahead_transition and lookahead_observation blocks which
use the same syntax as the transition and observation blocks, which you
can find in the examples.

Cheers,
Seb.