Is there a way to parallel the particle filter in dynare?

Estimation ML/Bayesian estimation
1

Hi all,

When I looked at the options of the particle filter estimation, it seemed that there was no option for parallel. Will the parallel be automatic, or if not, is there a way to achieve it? Many thanks.

Matthew

2

What do you mean with parallel in this context. Particle filters belong to the sequential Monte Carlo methods. As such, they are not naturally parallelized.

4
  1. Most operations over particles are vectorized in Dynare, so Matlab handles the parallelization internally. There are rarely any for loops.
  2. The number of particles is about the accuracy of evaluating the likelihood. More draws are not a substitute for a poorer accuracy.
  3. Without knowing which filter you are looking at, it is impossible to provide more advice.