SMC for graphical models


This code is mainly written by Christian A. Naesseth and it is available here.

Relevant paper

Christian A. Naesseth, Fredrik Lindsten and Thomas B. Schön. Sequential Monte Carlo methods for graphical modelsAdvances in Neural Information Processing Systems (NIPS) 27, Montreal, Quebec, Canada, December, 2014.  [arXiv] [video]

 © Thomas Schön 2022