A tutorial introducing Sequential Monte Carlo methods.
https://awllee.github.io/smc-tutorial/smc-tutorial.html
These are slides used in July 2019 at
- Queensland University of Technology,
- University of Adelaide,
- Monash University.
Support from the
- Statistical Society of Australia,
- ARC Centre of Excellence for Mathematical and Statistical Frontiers
is gratefully acknowledged.
This work is licensed under a Creative Commons Attribution 4.0 International License.