Implement Adaptive Sequential Monte Carlo

[josemanuel22]

In the following paper, a method is presented to adapt the number of particles used in sequential Monte Carlo in an adaptive manner based on a statistical invariant that must be verified to ensure the estimated probability distribution is converging to the target probability. It would be a good idea to implement this adaptive method, or the concept of adaptivity, for the particle filter.

[zsunberg]

Thanks for the suggestion! This is something that perhaps a student could implement in the future.

[josemanuel22]

Thank you very much! If you eventually find a student who wants to work on this, please do not hesitate to contact me. I would be happy to help, and one of the authors is my PhD supervisor, so he will probably be interested as well.