Bootstrap particle filter with ancestor resampling and learning with Stochastic Gradient Langevin
Inference: bootstrap Particle Filtering with ancestor resampling (Andrieu et al 2010) https://rss.onlinelibrary.wiley.com/doi/10.1111/j.1467-9868.2009.00736.x
Learning: Stochastic gradient Langevin (Welling and Teh 2011)
Also useful : Aicher et al 2019 https://arxiv.org/pdf/1901.10568.pdf