Add ESS thoreshold logic to SMCFilter #2486
Merged
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Addresses #2426
This adds an ESS-based threshold to
SMCFilter
to decide when to importance resample (resolving a long-standing TODO). The default is to resample whenESS < num_particles / 2
. I've also threaded this through the epidemiologicalCompartmentalModel
because I've found a lower threshold can help preserve diversity and find a feasible solution in #2468.I've also added a couple checks to raise
ValueError
asap whenSMCFilter
fails to find a feasible hypothesis.Tested
SMCFilter
andCompartmentalModel