0000000000529157
AUTHOR
Tomás Soto
On resampling schemes for particle filters with weakly informative observations
We consider particle filters with weakly informative observations (or `potentials') relative to the latent state dynamics. The particular focus of this work is on particle filters to approximate time-discretisations of continuous-time Feynman--Kac path integral models -- a scenario that naturally arises when addressing filtering and smoothing problems in continuous time -- but our findings are indicative about weakly informative settings beyond this context too. We study the performance of different resampling schemes, such as systematic resampling, SSP (Srinivasan sampling process) and stratified resampling, as the time-discretisation becomes finer and also identify their continuous-time l…
Bounded compositions on scaling invariant Besov spaces
For $0 < s < 1 < q < \infty$, we characterize the homeomorphisms $��: \real^n \to \real^n$ for which the composition operator $f \mapsto f \circ ��$ is bounded on the homogeneous, scaling invariant Besov space $\dot{B}^s_{n/s,q}(\real^n)$, where the emphasis is on the case $q\not=n/s$, left open in the previous literature. We also establish an analogous result for Besov-type function spaces on a wide class of metric measure spaces as well, and make some new remarks considering the scaling invariant Triebel-Lizorkin spaces $\dot{F}^s_{n/s,q}(\real^n)$ with $0 < s < 1$ and $0 < q \leq \infty$.
Traces of weighted function spaces: dyadic norms and Whitney extensions
The trace spaces of Sobolev spaces and related fractional smoothness spaces have been an active area of research since the work of Nikolskii, Aronszajn, Slobodetskii, Babich and Gagliardo among others in the 1950's. In this paper we review the literature concerning such results for a variety of weighted smoothness spaces. For this purpose, we present a characterization of the trace spaces (of fractional order of smoothness), based on integral averages on dyadic cubes, which is well adapted to extending functions using the Whitney extension operator.