Is there any good tutorial or course lecture notes on Sequential MCMC (Particle Filtering)?

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Is there any good tutorial or course lecture notes on Sequential MCMC (Particle Filtering)?

Especially, how these can be applied for Bayesian Inference.

Thanks a lot.

asked Jul 01 '10 at 12:50

Liangjie%20Hong's gravatar image

Liangjie Hong
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2 Answers:
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Here you go:

http://videolectures.net/nips09_doucet_freitas_smc/

answered Jul 01 '10 at 12:54

Daniel%20Lowd's gravatar image

Daniel Lowd
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Thanks a lot!!!

(Jul 01 '10 at 13:16) Liangjie Hong
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Here is a nice, comprehensive survey on sequential monte carlo methods:

Bayesian Filtering: From Kalman Filters to Particle Filters, and Beyond

And here is another one:

On sequential Monte Carlo sampling methods for Bayesian filtering

answered Jul 28 '10 at 02:13

spinxl39's gravatar image

spinxl39
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