How to use this module to implement Particle Metropolis Hastings? about particles HOT 6 CLOSED

See second section of this tutorial from the documentation:
https://particles-sequential-monte-carlo-in-python.readthedocs.io/en/latest/notebooks/Bayes_estimation_ssm.html

from particles.

Thank you, I saw particle marginal metropolis Hastings, I can't see a method for particle metropolis Hastings

from particles.

What do you mean by "Particle MH"? In the Holenstein et al paper, they talk about PIMH="particle independent Metropolis-Hastings", PMMH = P marginal MH", and Particle Gibbs ? Maybe you mean PIMH ?

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Particle Metropolis Hastings: https://arxiv.org/pdf/1511.01707.pdf

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What they call PMH in that paper is PMMH, it's the same algorithm.

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Ah ok thank you very much, sorry for this

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