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It is possible to implement importance sampling, and particle filter algorithms, where the importance sampling weight is random. Such random-weight algorithms have been shown to be efficient for ...
Patrick Rebeschini, Ramon van Handel, CAN LOCAL PARTICLE FILTERS BEAT THE CURSE OF DIMENSIONALITY?, The Annals of Applied Probability, Vol. 25, No. 5 (October 2015), pp. 2809-2866 ...
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