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Jun S. Liu

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Preprint Oct 2026

Free-support Wasserstein Resampling in Sequential Monte Carlo

In modern sequential Monte Carlo (SMC) applications, such as diffusion model samplers, propagating a particle is expensive, so only a few particles can be afforded. In this regime, each resampling step decides which regions of the state space survive, so a better resampling scheme is worth extra computation. However, c...

Meng-Yu Li, Cheng Meng, Jun S. Liu · 0 citations

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