{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/properties-of-marginal-sequential-monte-carlo","title":"Properties of Marginal Sequential Monte Carlo Methods","arxiv_id":"2303.03498","date":"2023-03-06","proceeding":null,"authors":["Francesca R. Crucinio","Adam M. Johansen"],"abstract":"We provide a framework which admits a number of ``marginal'' sequential Monte Carlo (SMC) algorithms as particular cases -- including the marginal particle filter [Klaas et al., 2005, in: Proceedings of Uncertainty in Artificial Intelligence, pp. 308--315], , the independent particle filter [Lin et al., 2005, Journal of the American Statistical Association 100, pp. 1412--1421] and linear-cost Approximate Bayesian Computation SMC [Sisson et al., 2007, Proceedings of the National Academy of Sciences (USA) 104, pp. 1760--1765.]. We provide conditions under which such algorithms obey laws of large numbers and central limit theorems and provide some further asymptotic characterizations. Finally, it is shown that the asymptotic variance of a class of estimators associated with certain marginal SMC algorithms is never greater than that of the estimators provided by a standard SMC algorithm using the same proposal distributions.","url_abs":"https://arxiv.org/abs/2303.03498v1","url_pdf":"https://arxiv.org/pdf/2303.03498v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"properties-of-marginal-sequential-monte-carlo","repo_url":"https://github.com/FrancescaCrucinio/marginalSMC","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}