  We propose a new framework for how to use sequential Monte Carlo (SMC)
algorithms for inference in probabilistic graphical models (PGM). Via a
sequential decomposition of the PGM we find a sequence of auxiliary
distributions defined on a monotonically increasing sequence of probability
spaces. By targeting these auxiliary distributions using SMC we are able to
approximate the full joint distribution defined by the PGM. One of the key
merits of the SMC sampler is that it provides an unbiased estimate of the
partition function of the model. We also show how it can be used within a
particle Markov chain Monte Carlo framework in order to construct
high-dimensional block-sampling algorithms for general PGMs.
