Does NUTS have better performance than Particle Filter?
I have searched for some materials but find nothing on this topic.
1 Like
Hi,
I am not sure I understand your question - although my understanding of the topic is quite shallow, I think particle filters to apply to a bit different class of problems than what you can do with NUTS (though there is overlap). I would also guess that any relevant comparison would have to focus on a specific problem class - which type of problem do you have in mind?
1 Like