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CSMC & Sparse Particle Storage with RB and GPU-acceleration #22

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CSMC & Sparse Particle Storage with RB and GPU-acceleration #22

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Commits on Oct 29, 2024

  1. Add unit tests for CSMC and RBCSMC

    @THargreaves
    THargreaves committed Oct 29, 2024
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Commits on Nov 4, 2024

  1. Add prototype Kalman smoother

    @THargreaves
    THargreaves committed Nov 4, 2024
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  2. Merge branch 'main' into th/RBCSMC

    @THargreaves
    THargreaves committed Nov 4, 2024
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  3. Correct CSMC algorithm and test against RTS 

    Use offset arrays to include initial state in reference trajectory. Implement Kalman smoother for use unit tests.
    @THargreaves
    THargreaves committed Nov 4, 2024
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Commits on Nov 5, 2024

  1. Correct batch KF test to match container API

    @THargreaves
    THargreaves committed Nov 5, 2024
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  2. Add prototype for GPU sparse path storage

    @THargreaves
    THargreaves committed Nov 5, 2024
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Commits on Nov 11, 2024

  1. Update Statistics package for new Julia version

    @THargreaves
    THargreaves committed Nov 11, 2024
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  2. Add callback for sparse GPU ancestry

    @THargreaves
    THargreaves committed Nov 11, 2024
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  3. Generalised GPU/RB sparse particle storage and rewrite GPU particle c… 

    …ontainers
    @THargreaves
    THargreaves committed Nov 11, 2024
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Commits on Nov 12, 2024

  1. Fix bug with sparse container expansion

    @THargreaves
    THargreaves committed Nov 12, 2024
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  2. Add GPU reference trajectory

    @THargreaves
    THargreaves committed Nov 12, 2024
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  3. Add OffsetArrays as dependency

    @THargreaves
    THargreaves committed Nov 12, 2024
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  4. Merge branch 'th/gpu-sparse-storage' into th/RBCSMC

    @THargreaves
    THargreaves committed Nov 12, 2024
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Commits on Nov 13, 2024

  1. Added unit test for GPU-RB-CSMC

    @THargreaves
    THargreaves committed Nov 13, 2024
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Commits on Nov 18, 2024

  1. Remove redundant code from unit tests

    @THargreaves
    THargreaves committed Nov 18, 2024
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  2. Move constructor to outer for ancestor callback

    @THargreaves
    THargreaves committed Nov 18, 2024
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Commits on Nov 19, 2024

  1. Modify CPU interface to act on distributions rather than intermediates

    @THargreaves
    THargreaves committed Nov 19, 2024
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  2. Adapt remaining algorithms to distribution-based inference interface

    @THargreaves
    THargreaves committed Nov 19, 2024
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  3. Increase particle count for GPU-RB-CSMC test

    @THargreaves
    THargreaves committed Nov 19, 2024
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Commits on Nov 20, 2024

  1. Avoid redundant division

    @THargreaves
    THargreaves committed Nov 20, 2024
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  2. Remove weight reset from update_ref

    @THargreaves
    THargreaves committed Nov 20, 2024
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  3. Remove arbitrary weights from reference trajectory

    @THargreaves
    THargreaves committed Nov 20, 2024
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