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iterative ref: learn white noise (sigma) iteratively #37

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geoffwoollard opened this issue Apr 2, 2022 · 1 comment
Open

iterative ref: learn white noise (sigma) iteratively #37

geoffwoollard opened this issue Apr 2, 2022 · 1 comment
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@geoffwoollard
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See Nelson eq. 8.3
Screen Shot 2022-04-02 at 10 23 27 AM
3

@geoffwoollard geoffwoollard self-assigned this Apr 2, 2022
@geoffwoollard geoffwoollard changed the title iterative ref: learn sigma iterative ref: learn white noise (sigma) iteratively Apr 2, 2022
@geoffwoollard
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Should be able to implement inside compute_bayesian_weights

  • after compute bayes weights
  • weight residual norm.
    • have part of residual from log_bayesian_weights = scale * (slices_norm - 2 * corr_slices_particle)
    • just need to add in norm of X (data). can precompute
    • divide through by all particles and pixels, and update at end of round. so can compute sigma_i and divide by the number of particles at the end

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