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Data-Driven Impulse Response Regularization via Deep Learning., , and . CoRR, (2018)Nonlinear input design as optimal control of a Hamiltonian system., and . CoRR, (2019)Constructing the Matrix Multilayer Perceptron and its Application to the VAE., , , and . CoRR, (2019)Prediction Performance After Learning in Gaussian Process Regression., , , and . AISTATS, volume 54 of Proceedings of Machine Learning Research, page 1264-1272. PMLR, (2017)Nested Sequential Monte Carlo Methods., , and . ICML, volume 37 of JMLR Workshop and Conference Proceedings, page 1292-1301. JMLR.org, (2015)Stochastic quasi-Newton with adaptive step lengths for large-scale problems., and . CoRR, (2018)Linear System Identification via EM with Latent Disturbances and Lagrangian Relaxation., , , and . CoRR, (2016)Identification of Gaussian Process State-Space Models with Particle Stochastic Approximation EM., , , and . CoRR, (2013)Particle Filter SLAM with High Dimensional Vehicle Model., , , and . Journal of Intelligent and Robotic Systems, 55 (4-5): 249-266 (2009)Getting started with particle Metropolis-Hastings for inference in nonlinear dynamical models, and . (2015)cite arxiv:1511.01707v4.pdfComment: 36 pages, 8 figures. Submitted to Journal of Statisical Software. Fixed typos and made minior revisions. Source code for R, Python and MATLAB available at: https://github.com/compops/pmh-tutorial.