What Is The Complexity of Implementing a Particle Filter?
It appears that the speaker feels that there isn't a definitive complexity analysis yet for the technique. This could be due to a couple of factors.


The analysis is hard, and no one has figured it out yet.
The technique has multiple different appropriate implementations, based on the problem context.


I'd bet on the second option, particularly in light of the speaker's comment that the technique may not be appropriate for higher dimension parameter spaces. Keep in mind that the video did not present an algorithm, it presented a very high-level discussion of a technique.