The current implementations of resampling do not expose the ancestor indices to the callback function. I can see two approaches to dealing with this: - We introduce an "intermediate" object for the particle filter as in [KalmanFilters.jl](https://github.com/JuliaGNSS/KalmanFilters.jl/blob/1353334a50d9efc6b67c060557a0c8742a2da5b0/src/kf.jl#L40) which stores the ancestor indices for each step. - We include the ancestral indices in the state (as in the PMCMC literature)