An onging book project

Contents (chapters)

1. Introduction
2. Probabilistic modeling
3. Inference and learning strategies
4. Monte Carlo
5. Sequential Monte Carlo
6. Markov chain Monte Carlo
7. Particle smoothing
8. Learning
9. Particle MCMC

Related course

This manuscript has been used in several courses given around the world by us and others. For more information about our course, click here.

Contact person

Thomas Schön, Uppsala University, email:
Fredrik Lindsten, University of Cambridge, email:

© Thomas Schön 2015