What does effective sample size mean?
A count of how many particles are still doing useful work: 1 divided by the sum of the squared normalised weights. It equals the number of particles when all weights are equal and 1 when one particle holds all the weight; a low value is the signal to resample.
In a lesson
The effective sample size. If all weights are equal it is
N. If one particle has all the weight it is 1. It is the honest count of how many particles are still contributing, and it is what U7.5 uses to decide when to resample.
Learn it
- Taught in U7.4 Weighing the guesses Localisation, University