Negative association, ordering and convergence of resampling methods

We study convergence and convergence rates for resampling schemes. Our first main result is a general consistency theorem based on the notion of negative association, which is applied to establish the almost-sure weak convergence of measures output from Kitagawa's (1996) stratified resampling method. Carpenter et al's (1999) systematic resampling method is similar in structure but can fail to converge depending on the order of the input samples. We introduce a new resampling algorithm based on a stochastic rounding technique of Srinivasan (2001), which shares some attractive properties of systematic resampling, but which exhibits negative association and therefore converges irrespective of the order of the input samples. We confirm a conjecture made by Kitagawa (1996) that ordering input samples by their states in $\mathbb{R}$ yields a faster rate of convergence; we establish that when particles are ordered using the Hilbert curve in $\mathbb{R}^d$, the variance of the resampling error is ${\scriptscriptstyle\mathcal{O}}(N^{-(1+1/d)})$ under mild conditions, where $N$ is the number of particles. We use these results to establish asymptotic properties of particle algorithms based on resampling schemes that differ from multinomial resampling.Comment: 54 pages, including 30 pages of supplementary materials (a typo in Algorithm 1 has been corrected

Computation of Lebesgue’s Space-Filling Curve

The means of realizing or approximating the Lebesgue space-filling curve (SFC) with binary arithmetic on a uniformly spaced binary grid are not obvious, one problem being its formulation in terms of ternary representations; that impediment can be overcome via use of a binary-oriented Cantor set.  A second impediment, namely the Devil’s Staircase feature, also created by the role of the Cantor set, can be overcome via the definition of a “working inverse”, thereby providing means of achieving compatibility with such a grid. The results indicate an alternative way to proceed, in realizing an approximation to Lebesgue’s SFC, which circumvents any complication raised by Cantor sets and is compatible with binary and integer arithmetic. Well-known constructions such as the z-curve or Morton order, sometimes considered in association with Lebesgue’s SFC, are treated as irrelevant

Van der Corput and Golden Ratio sequences along the Hilbert space filling curve

International audienc

Convergence of sequential quasi-Monte Carlo smoothing algorithms

International audienc