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MATLAB code implementing controlled sequential Monte Carlo methods

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controlledSMC

These folders contain MATLAB code implementing the numerical results of the arXiv report "Controlled Sequential Monte Carlo ", by Jeremy Heng, Adrian Bishop, George Deligiannidis and Arnaud Doucet.

The StateSpaceModels/ and StaticModels/ folders contain subfolders that correspond to each numerical example. Each subfolder has a README.txt file that will explain how to run the scripts therein.

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MATLAB code implementing controlled sequential Monte Carlo methods

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