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Sequential Monte Carlo samplers 1; context
Here we talk about the context where SMC samplers might be applied and briefly introduce Importance Sampling.
The original SMC paper is here: http://www.cs.ubc.ca/labs/lci/papers/...
The paper we will end up discussing in later videos is here:
https://www.sciencedirect.com/science...
(there's also an openaccess version on Arxiv)
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