Topics in Sequential Monte Carlo Samplers

186 Pages Posted: 23 Mar 2021

See all articles by Gareth Peters

Gareth Peters

University of California Santa Barbara; University of California, Santa Barbara

Date Written: January 01, 2005


This represents the original developments of Sequential Monte Carlo Samplers in the class of solutions that generalise SMC filtering methods to the case of a fixed state-space. This makes such methods exact and applicable for Bayesian inference in context otherwise typically treated by Markov Chain Monte Carlo methods. It is the original work developed on SMC Samplers as a research thesis in Cambridge University that led to subsequent works on this topic.

Keywords: Sequential Monte Carlo Samplers

Suggested Citation

Peters, Gareth, Topics in Sequential Monte Carlo Samplers (January 01, 2005). Available at SSRN: or

Gareth Peters (Contact Author)

University of California Santa Barbara ( email )

Santa Barbara, CA 93106
United States

University of California, Santa Barbara ( email )

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