Variance estimation in the particle filter
Anthony Lee, Nick Whiteley · Biometrika · 2018
Biometrika (2018), 105, pp. 609–25. There are missing curly braces in (4), which should read The displays in Remark 1 should consequently be changed to and In addition the sentence immediately after (5) should be changed to: Observe the resemblance between the right-hand sides of (4) and (5): the role of |$X_{i}$| is played by |$\sum_{j:E_{n}^{j}=i}\varphi(\zeta_{n}^{j})$|, the sum of |$\varphi$| evaluated at the descendants of |$\zeta_{0}^{i}$|. The consequences of this error are localized to §2.5, since only the correct equation (3) is used in the remainder of the paper. We are grateful to Nicolas Chopin for pointing out this error.