Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in statistics and Link to the article
HENG, J., BISHOP, A.N., DELIGIANNIDIS, G. and DOUCET, A. (2020). Controlled Sequential Monte Carlo. Annals of Statistics, 48(5), pp. 2904-2929.