This animation is extracted from my updated rare-event estimation short course for masters students. It shows the progression of the Sequential Monte Carlo algorithm (for rare events). I’m quite happy with the video I recorded to describe this algorithm, as I am with the PyMC3 video I made (recreating a fit for the COVID-19 incubation period distribution in PyMC3) and the final video on high-performance Python (profiling tools, vectorisation, Numba, just single-core improvements). All of the materials and code demonstration recordings for the course are on the course website.
The materials and lecture recordings for the course are on the course website.