How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Multinomial and residual offspring resampling
Definition
Input a particle count , nonnegative finite weights , and a scheme label, either multinomial or residual. Let . If , set ; if , set for every . Thus is always a probability vector.
- Multinomial scheme. Draw an index vector with conditional mass . Put .
- Residual scheme. Put , , and , an integer in . If , put . If , draw with conditional mass and put .
For multinomial resampling, return the sampled vector in its sampled order, together with its count vector ; do not sort the sampled indices. For residual resampling, return the ancestor list containing exactly copies of index , ordered by increasing index, together with its count vector. Each output is a length- list and a count vector summing to . When all input weights vanish, the uniform fallback defines the procedure; any downstream normalizer already multiplied by this zero average remains zero.
Remarks
The multinomial branch is the conditionally IID ancestor-index scheme. The residual branch is a distinct selection law: its deterministic floor counts generally make the child indices dependent, while its conditional expected counts agree with the same probability vector.
Used by
- Rao–Blackwellized particle filter Algorithm
- Sequential ABC importance-resampling with tolerance populations Algorithm
- Sequential importance resampling for Feynman–Kac path targets Algorithm
- Residual resampling is discontinuous at positive integer weights Counterexample
- Zero limiting remainder does not make finite residual offspring deterministic Counterexample
- Finite-horizon SMC CLT classes and variance recursions Definition
- Ancestry collapse under repeated multinomial resampling Example
- Multinomial and residual resampling on three weights Example
- Conditional multinomial resampling central limit theorem Lemma
- Conditional residual resampling central limit theorem away from integer weights Lemma
- Finite-horizon bootstrap particle filters are weakly consistent Lemma
- Multinomial and residual resampling have unbiased offspring counts Theorem
- Sequential ABC Radon–Nikodym weights target each tolerance law Theorem
Dependency tree · 0 levels
Nothing. This result depends on no other item in the library.
Sources
- Arnaud Doucet and Adam M. Johansen, A Tutorial on Particle Filtering and Smoothing: Fifteen Years Later, §3.4 (standard reference, not scraped)
- Simo Särkkä and Lennart Svensson, Bayesian Filtering and Smoothing, 2nd ed., §11.4 (standard reference, not scraped)
- Nicolas Chopin, Central Limit Theorem for Sequential Monte Carlo Methods and its Application to Bayesian Inference, §2.1 (standard reference, not scraped)