Created: June 28, 2021
Modified: June 28, 2021
Modified: June 28, 2021
Differentiable Particle Filtering without Modifying the Forward Pass
This page is from my personal notes, and has not been specifically reviewed for public consumption. It might be incomplete, wrong, outdated, or stupid. Caveat lector.- https://arxiv.org/abs/2106.10314
- In Sequential Monte Carlo, we can resample with any set of weights, as long as we then initialize the new particles with the correct importance weights. That is, given particles of weights