General structure


The package contains the following noteworthy folders:

  • particles/: contains the modules of the package (in case you want to read the source, or edit it in editable mode, see Installation).

  • book/: scripts to generate the plots in the book; each sub-folder corresponds to a different chapter (e.g. smoothing).

  • papers/: scripts to reproduce numerical experiments from a few relevant papers (i.e. papers which describe algorithms that are now implemented in particles). Each sub-folder corresponds to a different paper, and contains a file that describe briefly the experiments and give the full reference of the paper. At the moment, these papers are:

    • waste-free SMC (Dau & Chopin, 2022);

    • nested sampling SMC (Salomone et al, 2018);

    • SMC for large binary spaces (Schäfer & Chopin, 2014);

    • on backward smoothing algorithms (Dau & Chopin, 2023).

  • docs/: documentation (managed by sphinx). The jupyter notebooks are in docs/source/notebooks.

API reference


Sequential Monte Carlo in python.