# Bernoulli Race Particle Filters

arXiv: https://arxiv.org/abs/1903.00939 · HTML: https://mlsanity.com/paper/1903.00939/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Mar 2019.

## Built on by (most cited first, 1 of 1)

- [Variational Rejection Particle Filtering](https://mlsanity.com/paper/2103.15343/) (2021)

## Abstract (arXiv)

When the weights in a particle filter are not available analytically, standard resampling methods cannot be employed. To circumvent this problem state-of-the-art algorithms replace the true weights with non-negative unbiased estimates. This algorithm is still valid but at the cost of higher variance of the resulting filtering estimates in comparison to a particle filter using the true weights. We propose here a novel algorithm that allows for resampling according to the true intractable weights when only an unbiased estimator of the weights is available. We demonstrate our algorithm on several examples.