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Thanks for the wonderful reply. How long do you estimate it took for you to get to the level you are now?

• murbard2 10y ago
  That's hard to answer because there wasn't a precise point where I started and that's not the only thing I've been studying in my life, and I've studied a lot of this while working full time jobs which didn't really require this knowledge (constructive procrastination ftw). I started getting interested in sequential Monte-Carlo methods around 2008 while working at a hedge-fund and I think I had a pretty solid grasp by 2011. But I started with solid math fundamentals, so picking it up wasn't too troublesome. I think a talented high-schooler could learn this topic in three to four years by studying it (and nothing else) intensively. I think it tends to happen more organically in general. You become proficient along the way, it's more of a lifelong thing. I think every piece you'll learn will be valuable and useful on its own.