Welcome to particles’ documentation!

This package was developed to complement the book:

An introduction to Sequential Monte Carlo

by Nicolas Chopin and Omiros Papaspiliopoulos.

The scripts used to perform the numerical experiments discussed in the book may be found in folder book.

The documentation refers sometimes to the book for some theoretical details, but otherwise is meant to be self-sufficient.

To get an overview of what particles can do, we strongly recommend that you have a look at the notebook tutorials first (in the Overview section).

Finally, most things are self-documented in particles with docstrings; this means you may access the documentation of any object using the Python help command:

from particles import resampling as rs
help(rs)  # help on module resampling
help(rs.multinomial)  # help on a specific function in that module

Indices and tables