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Request for further details on Feynman-kac formulae #6

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sophia-wright-blue opened this issue Nov 24, 2023 · 0 comments
Open

Request for further details on Feynman-kac formulae #6

sophia-wright-blue opened this issue Nov 24, 2023 · 0 comments

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@sophia-wright-blue
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thank you for releasing this amazing repo - SMC steering looks very promising

I think this will probably be the first time a lot of DL Engineers come across the Feynman-Kac formulae

It'd be very helpful if you could share a supplement note or a review accessible to someone with a CS background to help us understand the Feynman-kac formulae better - the reference in your paper (by Del Moral) is to a dense, 600 page book!

hope you think this is a reasonable request and thank you again for sharing your work

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