An Introduction to Bayesian Filtering: Theory and Methods#

Opening Tutorial at Summer School on Bayesian Filtering 2024#

This is a companion webpage to the introduction course on Bayesian filtering at the Summer School on Bayesian Filtering (SSBF) 2024. The course is taught by O. Deniz Akyildiz.

We will try to be self-contained within this lecture, but some useful material is previous SMC Masterclass lecture notes, resources for my LTCC course on Advanced Computational Methods in Statistics and resources (and notes) of my Stochastic Simulation course.

Slides and notes#

Slides can be found below.

Link to slides

Proofs

Table of Contents#