


VSMC_PRC_ToyEx.py : python Code used for performing Gaussian SSM experiment in the main paper.


command to run:
python VSMC_PRC_SSM.py T Dz  Dx sparse gamma N  K
python VSMC_PRC_ToyEx.py 5 5 1 1 0.8 4 3

Arguments: 
T: no. of timesteps, 
Dz: dimension of latent variable, 
Dx: dimension of observed variable, 
gamma: acceptance rate,
sparse: if sparse==1 sparse C matrix is used else Dense version of C is used i.e C(i,j)~N(0,1) 
N: no. of samples, 
K: no. of samples to estimate Z(), 

