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Add effective sample size option for resampling

Open osorensen opened this issue 2 years ago • 1 comments

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 avatar Jan 24 '24 11:01 osorensen

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.

osorensen avatar Jan 26 '24 14:01 osorensen