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Request for further details on Feynman-kac formulae

Open sophia-wright-blue opened this issue 2 years ago • 0 comments

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

sophia-wright-blue avatar Nov 24 '23 00:11 sophia-wright-blue