Resource on Sequential Monte Carlo

Arnaud Doucet has a nice page on Sequential Monte Carlo and Particle Filters.

I pulled that resource from these notes by Gary Koop. Loads of good stuff both inside that course website and elsewhere on his website.

I found this presentation by Frank Wood interesting. This presentation by Thang Bui and Jes Frellsen motivates the use of specialized methods.

Last Update: 2016-05-10


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