Fig. 7From: A weighted likelihood criteria for learning importance densities in particle filteringUnivariate frequency histograms of xn,1 (top row) and xn,2 (bottom row) for the Lorentz 63 model in the case of filtering at n=T. The non-normality (asymmetries) of the frequency histograms is well approximated by the fitted GMM (solid line). The histograms are constructed using resamples from \(\left \{x^{i}_{T},w^{i}_{T}\right \}^{M}_{i=1}\)Back to article page