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2009 Jul 29
1
Systematic resampling (in sequential Monte Carlo)
Dear all,
Here is a little coding problem. It falls in the category of "how can I do
this efficiently?" rather than "how can I do this?" (I know how to do it
inefficiently). So, if you want to take the challenge, keep reading, otherwise
just skip to the next post - I won't be offended by that ;-)
I am coding a particle filter and I want to use systematic resampling to