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Bagged filters

This project develops material investigating bagged particle filter algorithms

Near the top of ms.Rnw there is a setting

run_level <- 1

which runs a quick version of the code for testing and debugging. Uncomment

run_level <- "jasa-sept-2020"

for a full version of the computations.

About

Code for Ionides, E.L., Asfaw, K., Park, J. and King, A.A., 2021. Bagged filters for partially observed interacting systems. Journal of the American Statistical Association. Pre-print at https://arxiv.org/abs/2002.05211.

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