However, a validation set may not always be available in practice [35]. Also, as different choices ofthe validation set can lead todifferent data valuations, itischallenging for the data providers to agree on the choice ofsuch avalidation set [35].
A key object in sequential simulation is the sequence of distributions, called the policy, fromwhich togenerate therandom variables, called particles, usedtoapproximate theintegralsof interest.