This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is ...

The application of Bayesian methods to large-scale phylogenetics problems is increasingly limited by computational issues, motivating the development of methods that can complement existing Markov ...

In this talk I consider sequential Monte Carlo (SMC) methods for hidden Markov models. In the scenario for which the conditional density of the observations given the latent state is intractable we ...