Support multi-threaded particle filtering.

[ztangent]

Existing functions should be extended with multi-threaded variants, and primitives should be added to support map-reduce style parallel computing.

[ztangent]

Partially addressed by the addition of ParticleFilterView in 7aa1fdf.

[SamuelBrand1]

Hi @ztangent !

Any progress on this? It seems quite dead, but such a handy issue.

[ztangent]

You can definitely already roll your own multi-threaded filter using ParticleFilterViews. It's still not obvious to me how to define a multi-threaded version of the API that is efficient, since the the current API assumes that one particle filter operation is applied to all particles before moving on to the next operation. Even if we made each operation multi-threaded, there would be significant over-head from spawning and waiting for all threads to complete in each operation.

One way to address this might be to come up with a DSL that enables people to specify a chain of PF operations, which then gets compiled to multi-threaded code. But I haven't put sufficient thought into how best to do this.