Asymptotic independence conjecture for fractional weights in stratified resampling
Let , let be continuous, and let . For the step- particles , define
Let denote the normalized stratified-resampling weights. Fractional-weight convergence conjecture. The difference between the two expectations obtained by evaluating at and by averaging its first argument uniformly over converges to zero after summing over and dividing by :
\begin{aligned} &\left|\frac{1}{M}\sum_{m=1}^{M-t}\mathbb{E}\left[h(X_n^{M,m},\ldots,X_n^{M,m+t})\psi(\nu_n^{M,m-1},w_n^{M,m},\ldots,w_n^{M,m+t})\right]\\ &-\frac{1}{M}\sum_{m=1}^{M-t}\mathbb{E}\left[h(X_n^{M,m},\ldots,X_n^{M,m+t})\int_0^1\psi(u,\widetilde g_n(X_n^{M,m}),\ldots,\widetilde g_n(X_n^{M,m+t}))\,du\right]\right|\longrightarrow0. \end{aligned}This is the multi-step analogue of the fractional-part convergence used for the initial resampling step and underlies the recursive variance analysis. The source gives no proof or resolution of this convergence.
References
Primary source
Roberta Flenghi and Benjamin Jourdain, “Central limit theorem for the stratified resampling mechanism”, arXiv:2308.02186 (2023).
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