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below a collection of potential improvements for future releases.
maybe turn off the default tuning of the proposal in the SMC method (shrinkage of gamma parameter). for large priors I noticed that the acceptance ratio can be low initially, causing a proposal shrinkage way too early. otherwise the shrinkage works nicely, but the default should be conservative.
maybe use the strict indicator kernel as default (IndicatorStrict0toϵ) for the SMC method. without strictness (i.e. with the current default Indicator0toϵ kernel) the SMC alg. sometimes gets stuck if particle numbers are on the lower side. disadvantage is that the non-strict kernel is better for small discrete problems where perfect convergence may be reached with ABC; but this case is rare in practice, hence I could just document the kernel choice more for directing users appropriately and switch to the strict kernel.
the strict kernel in the SMC method (see above, potential new default) will at some point kill all particles if eps is too low for the natural noise level (at posterior) of the model simulations. this is all fine in theory, but the method should handle these cases with a warning (or so) and still return the empty result without errors. currently it errors which can be annoying and might confuse users.
check again the base "particle operations" that were taken over from KissABC.jl for potential type instabilities of the tuple handlings. in case there are, check if they are relevant for performance. think about new implementation; should not affect user API much / at all.
any further suggestions are very very welcome!
The text was updated successfully, but these errors were encountered:
below a collection of potential improvements for future releases.
IndicatorStrict0toϵ
) for the SMC method. without strictness (i.e. with the current defaultIndicator0toϵ
kernel) the SMC alg. sometimes gets stuck if particle numbers are on the lower side. disadvantage is that the non-strict kernel is better for small discrete problems where perfect convergence may be reached with ABC; but this case is rare in practice, hence I could just document the kernel choice more for directing users appropriately and switch to the strict kernel.any further suggestions are very very welcome!
The text was updated successfully, but these errors were encountered: