Workshop and intensive course: Sequential Monte Carlo methods

This workshop on Sequential Monte Carlo (SMC) methods and applications was held from the 30th August to the 1st September 2017 at Uppsala University. Preceding it, a preparatory intensive course concerning the basics of SMC was given from 24th August to 29th August 2017.

The purpose of this repository is to collect course material as well as solutions to the optional exercises which were presented during the course. Since no official solutions exist, this repository is also meant to be a platform for contribution of solutions from other course participants, possibly in a different language than Python (which is what I used).

The issues section could be used for discussions and questions while the wiki can be used to e.g. summarize discussions which were solved in the issues section. The idea is that this repository should become a valuable resource to course participants who are looking for solutions, as well as a comprehensive source of introductory material on SMC methods.

Currently, the repository is structured like this:

smc2017
 |
 |- course_material                     This is where all the distributed material from the course is stored.
 |   |
 |   |- exercise_sheets                 Contains all exercise sheets.
 |   |
 |   |- handwritten_notes               Contains handwritten notes from the course.
 |   |
 |   |- slides                          Contains all slide decks from the course.
 |   |
 |   |- SMC2017.pdf                     The 2017 draft of the SMC lecture notes that Thomas and Fredrik are 
 |                                      working on.
 | 
 |- solutions                           This is where all solutions are stored.
     |
     |- exercises_on_paper              Theoretical exercises solved on paper.
     |
     |- python_notebooks                Jupyter notebooks written in Python containing solutions to 
                                        practical exercises.

Everybody is welcome to clone the repository and send pull requests with additional solutions and notes.

If Git really isn't your thing (it should though, I feel it is becoming ever more omnipresent), then you can also email me your solutions to felix[dot]held[at]fcc[dot]chalmers[dot]se and I will upload them here.

All the best,

Felix Held (felix[dot]held[at]fcc[dot]chalmers[dot]se)
Fraunhofer-Chalmers Centre
Gothenburg, Sweden