How can I plot particles (of a particle filter) with their weights in a color gradient way?

I'm writing a particle filter and I would to plot a graphic like this, I don't know how to do that, I'm growing mad.

I plotted the mean of my particles and observed how it behaves comparing with the original state behavior. Basically I have k particle vectors (the axis name are inverted I think) each of Ns particles. I have also k associated and normalized weights vectors (the gradient bar on the right).

So in the end I would to plot every particle of every vector with its weight with a color gradient like in the picture below.

Any help would be appreciated and sorry for my english.