R package chopthin: The Chopthin Resampler. Resampling is a standard step in particle filtering and in sequential Monte Carlo. This package implements the chopthin resampler, which keeps a bound on the ratio between the largest and the smallest weights after resampling.
Keywords for this software
References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
- Kouritzin, Michael A.: Residual and stratified branching particle filters (2017)
- Gandy, Axel; Lau, F. Din-Houn: The chopthin algorithm for resampling (2016)
- Axel Gandy, F. Din-Houn Lau: The chopthin algorithm for resampling (2015) arXiv