The PMCMC samplers of Algorithm 11.2 and Algorithm 11.4 can be specialized to the case where the observations are independent. The SMC components of the algorithms will then be reduced to importance...

The PMCMC samplers of Algorithm 11.2 and Algorithm 11.4 can be specialized to the case where the observations are independent. The SMC components of the algorithms will then be reduced to importance sampling. Let the target density on X be given by π and assume that we use a proposal density r in an importance sampler for π. The importance weight function is thus given by