English

Butterfly resampling: asymptotics for particle filters with constrained interactions

Methodology 2014-11-24 v1

Abstract

We generalize the elementary mechanism of sampling with replacement NN times from a weighted population of size NN, by introducing auxiliary variables and constraints on conditional independence characterised by modular congruence relations. Motivated by considerations of parallelism, a convergence study reveals how sparsity of the mechanism's conditional independence graph is related to fluctuation properties of particle filters which use it for resampling, in some cases exhibiting exotic scaling behaviour. The proofs involve detailed combinatorial analysis of conditional independence graphs.

Keywords

Cite

@article{arxiv.1411.5876,
  title  = {Butterfly resampling: asymptotics for particle filters with constrained interactions},
  author = {Kari Heine and Nick Whiteley and A. Taylan Cemgil and Hakan Guldas},
  journal= {arXiv preprint arXiv:1411.5876},
  year   = {2014}
}

Comments

29 pages, supplementary material (46 pages)

R2 v1 2026-06-22T07:07:23.356Z