4 problems

Let $t\in\mathbb{N}$, let $\psi\in\mathcal{B}_b(\mathbb{R}^{t+2})$ be continuous, and let $h\in\mathcal{B}_b(\mathbb{R}^{d(t+1)})$. For the step-$n$ particles $X_n^{M,m}$, define ……

Recursive asymptotic-variance conjecture. For each $f\in\mathcal{B}_b(\mathbb{R}^d)$,

A particle filter alternates selections according to the stratified resampling mechanism and mutations according to Markov kernels. At each subsequent step, the fractional-part con…

In sequential Monte Carlo, particles are ordered using a space-filling curve before stratified resampling; the paper considers the Hilbert curve as the ordering mechanism. Gerber e…