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Add effective sample size option for resampling #359

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osorensen opened this issue Jan 24, 2024 · 1 comment
Open

Add effective sample size option for resampling #359

osorensen opened this issue Jan 24, 2024 · 1 comment
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enhancement New feature or request

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@osorensen
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ESS is defined from the weights. Let the user set a threshold below which resampling should be done. See, e.g., p. 417 in del Moral, Doucet, and Jasra (2006).
@osorensen osorensen added the enhancement New feature or request label Jan 24, 2024
@osorensen osorensen self-assigned this Jan 24, 2024
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Note that adding this option requires modification of code in various places, since we currently implicitly assume that all the weights are equal after the resampling step.

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