Johan Westerborn: An introduction to sequential Monte Carlo methods

Sequential Monte Carlo methods aim at sequentially estimating integrals of increasing dimension and have been given a lot of attention during recent times. They play a key role in the development of algorithms for estimation and inference in non-linear state space models. In this talk I will give a brief introduction to the Monte Carlo method and sequential Monte Carlo methods with the intention of using these methods to estimate the number of self-avoiding walks of length n on the space Z x Z.