Integration of the NUTS proposal for Particle filters #1133
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This PR is built on top of these PRs #1080 and #1131 :
The No-U Turn sampler (NUTS) is implemented as Proposal subclass. In this gist there is a simple comparison between a particle filter (
DynamicsProposal) implementation andNUTSProposalhttps://gist.github.com/A-acuto/677df96b2efebaef15ab51f7a616f5d2 (still vaid)This PR is part of the Fusion 2025 paper submission.
The latest changes include a better factoring of the NUTS code, some functions to help it easier to debug and improve, as well as better testing.