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Add robustness to PMCMC steps #13

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perrydv opened this issue May 21, 2024 · 2 comments
Open

Add robustness to PMCMC steps #13

perrydv opened this issue May 21, 2024 · 2 comments
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enhancement New feature or request

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@perrydv
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perrydv commented May 21, 2024

PMCMC could be updated to:

  • check on valid priors before calling the particle filter likelihood approximation, and
  • check for invalid results from the particle filter and reject the proposed parameters.
@perrydv perrydv added the enhancement New feature or request label May 21, 2024
@paciorek
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paciorek commented Jun 9, 2024

The first item is in @danielturek PR from December.

@perrydv regarding the second time, were you thinking of checking for NA/NaN/non-finite likelihood estimates?

@perrydv
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perrydv commented Jun 11, 2024

@paciorek I took a look at the second point and I think no change is necessary. The decide function that ultimately returns the logical for the accept/reject outcome checks for is.na (which catches both NA and NaN), so that should cover the issue already.

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