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Provide estimation and simulation capabilities for sequential Monte Carlo (SMC) models

Project description

# smcmodel

Provide estimation and simulation capabilities for sequential Monte Carlo (SMC) models

## Task list

  • Add logging

  • Add docstrings

  • Generate documentation

  • Add explicit names to tensors and ops

  • Check dataflow graphs using tensorboard (are all objects of known size at graph specification time)

  • In simulate, do init and pull initial values in one run

  • Figure out how to force assignment ops without fetching their outputs

  • Consider adding num_samples argument to simulate()

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