Skip to content

Simulator improvements #258

Description

@mattlevine22

Simulators.py needs some love!
Possibly dependent on #155 (decoupling from numpyro, work in progress) but could happen before.

  1. Overall, it is too long and needs a refactor.
  2. Naming should be improved---let's reserve Simulator for data-generation, and pick something else for inference (e.g., JointInference? or could even just be the default interpretation of every model conditioned on data.)
  3. Latent state log-probs can be computed via either jax.vmap or scan, but currently we mostly do scan. See Add support for missing data in discrete-time models #138 comment. Should unify this with DiracIdentity and missingness.
  4. Should have an "online" simulator that enables active control-feedback loops (i.e. filter, execute a controller, then continue simulating).

Will become much more rich with #226 (more discretizers).

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Fields

    No fields configured for issues without a type.

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions