The CoSInES-Bayes4Health Masterclass on Sequential Monte Carlo was hosted at the University of Bristol from the 30th of March to the 1st of April, 2022. The idea was proposed in October 2021, in the aftermath of the Warwick Methodology Week, as an initiative to share knowledge and encourage collaboration among the members of the grants, with a particular focus on postdocs.

The general idea of the workshop was to provide a fast-paced introduction to a topic of collective interest, with pedagogical lectures delivered by postdocs, supplemented by research-level seminars delivered by the grant’s Principal Investigators (PIs). The topic of the workshop was decided upon by conducting a poll to identify topics of collective interest, which resulted in the choice of ‘Sequential Monte Carlo’. As the first event organised by the team, it was decided to keep the workshop relatively short (3 days) and with a relatively small attendance (<~ 20 people).

The high-level organisation was led by Filippo Pagani, assisted by Sam Power and Alice Corbella. Sam Power led the local organisation, with support from Christophe Andrieu and Louisa Bartoszewicz from the University of Bristol. Having confirmed the topic of ‘Sequential Monte Carlo’, Deniz Akyildiz, Alice Corbella, Francesca Crucinio, Sam Power, and Lorenzo Rimella coordinated to decide lecture topics, prepare lecture materials, and deliver lectures. Additionally, the PIs Christophe Andrieu, Adam Johansen, and Anthony Lee delivered more advanced lectures on research topics in the area.

The event was well-received by the audience, with several attendees expressing interest in the idea of extra instalments in the future, and providing useful feedback.