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Document how particles should be represented in SMC #582

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Nov 2, 2023
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Document how particles should be represented in SMC #582

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Document how particles should be represented in SMC
ciguaran Nov 1, 2023
fb73280
Update blackjax/smc/base.py
ciguaran Nov 2, 2023
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16 changes: 15 additions & 1 deletion blackjax/smc/base.py
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Original file line number Diff line number Diff line change
Expand Up @@ -20,7 +20,21 @@


class SMCState(NamedTuple):
"""State of the SMC sampler"""
"""State of the SMC sampler
Particles must be a ArrayTree, each leave represents
a variable from the posterior, being an array of size `(n_particles, ...)`.
Examples (three particles):
- Single univariate posterior:
[ Array([[1.], [1.2], [3.4]]) ]
- Single bivariate posterior:
[Array([[1,2], [3,4], [5,6]])]
- Two variables, each univariate:
[ Array([[1.], [1.2], [3.4]]),
Array([[50.], [51], [55]]) ]
- Two variables, first one bivariate, second one 4-variate:
[ Array([[1., 2.], [1.2, 0.5], [3.4, 50]]),
Array([[50., 51., 52., 51], [51., 52., 52. ,54.], [55., 60, 60, 70]])]
"""

particles: ArrayTree
weights: Array
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