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Add factorial smc#240

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factorial-smc
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Add factorial smc#240
SamDuffield wants to merge 1 commit into
mainfrom
factorial-smc

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@SamDuffield
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Adds SMC factorializer code.

Adaptive resampling doesn't play nice with factorial so we assume resampling is always applied (i.e. no weights carried through). This could probably be documented better.

@SamDuffield
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Ah actually cuthbert SMC applies resampling at the start of the filter_combine. This might be problematic, will think about it more

@AdrienCorenflos
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AdrienCorenflos commented May 21, 2026 via email

@SamDuffield
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I'm not willing to change that one lol. Monte Carlo outputs should come weighted rather than resampled to reduce variance.

agreed! Will try find a solution at the factorial level

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