Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case (Q5030238): Difference between revisions

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scientific article; zbMATH DE number 7474303

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English	Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case	scientific article; zbMATH DE number 7474303

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instance of

scholarly article

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title

Convergence of a particle approximation for the quasi-stationary distribution of a diffusion process: Uniform estimates in a compact soft case (English)

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ESAIM: Probability and Statistics

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publication date

16 February 2022

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full work available at URL

https://arxiv.org/abs/1910.05060

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zbMATH Keywords

quasi-stationary distribution

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interacting particle system

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Wasserstein distance

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couplings

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propagation of chaos

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MaRDI profile type

MaRDI publication profile

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cites work

Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case

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Quasistationary Distributions and Fleming-Viot Processes in Finite Spaces

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Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions

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Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain

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A stochastic approximation approach to quasi-stationary distributions on finite spaces

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Stochastic approximation of quasi-stationary distributions on compact spaces and applications

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A Fleming-Viot particle representation of the Dirichlet Laplacian

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Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions

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A central limit theorem for Fleming-Viot particle systems

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Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions

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Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution

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Erratum: ``Practical criteria for \(R\)-positive recurrence of unbounded semigroups''

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Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space

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Q3142396

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Q4819702

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Mean Field Simulation for Monte Carlo Integration

0 references

On the stability of interacting processes with applications to filtering and genetic algorithms

0 references

A Moran particle system approximation of Feynman-Kac formulae

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Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups

0 references

Exponential mixing properties for time inhomogeneous diffusion processes with killing

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Couplings and quantitative contraction rates for Langevin dynamics

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Quasi stationary distributions and Fleming-Viot processes in countable spaces

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Error estimates on ergodic properties of discretized Feynman-Kac semigroups

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Q3888269

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On the rate of convergence in Wasserstein distance of the empirical measure

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Hydrodynamic limit for a Fleming-Viot type system.

0 references

Curvature, concentration and error estimates for Markov chain Monte Carlo

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A mathematical formalization of the parallel replica dynamics

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Central Limit Theorem for stationary Fleming--Viot particle systems in finite spaces

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A stationary Fleming-Viot type Brownian particle system

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Nonasymptotic bounds for sampling algorithms without log-concavity

0 references

Q4826106

0 references

Q3266127

0 references

Ergodicity of diffusion and temporal uniformity of diffusion approximation

0 references

Convergence of a non-failable mean-field particle system

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On the Control of an Interacting Particle Estimation of Schrödinger Ground States

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Optimal Transport

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General approximation method for the distribution of Markov processes conditioned not to be killed

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Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes

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Identifiers

zbMATH Open document ID

1492.65031

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5030238

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@@ Property / OpenAlex ID: W4200431989 / rank @@
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@@ Property / arXiv ID @@
+.05060
@@ Property / arXiv ID: 1910.05060 / rank @@
+Normal rank
@@ Property / cites work @@
+Fleming-Viot selects the minimal quasi-stationary distribution: the Galton-Watson case
+Normal rank
@@ Property / cites work @@
+Quasistationary Distributions and Fleming-Viot Processes in Finite Spaces
+Normal rank
@@ Property / cites work @@
+Ergodic behavior of non-conservative semigroups via generalized Doeblin's conditions
+Normal rank
@@ Property / cites work @@
+Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain
+Normal rank
@@ Property / cites work @@
+A stochastic approximation approach to quasi-stationary distributions on finite spaces
+Normal rank
@@ Property / cites work @@
+Stochastic approximation of quasi-stationary distributions on compact spaces and applications
+Normal rank
@@ Property / cites work @@
+A Fleming-Viot particle representation of the Dirichlet Laplacian
+Normal rank
@@ Property / cites work @@
+Configurational transition in a Fleming - Viot-type model and probabilistic interpretation of Laplacian eigenfunctions
+Normal rank
@@ Property / cites work @@
+A central limit theorem for Fleming-Viot particle systems
+Normal rank
@@ Property / cites work @@
+Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions
+Normal rank
@@ Property / cites work @@
+Convergence of the Fleming-Viot process toward the minimal quasi-stationary distribution
+Normal rank
@@ Property / cites work @@
+Erratum: ``Practical criteria for \(R\)-positive recurrence of unbounded semigroups''
+Normal rank
@@ Property / cites work @@
+Quantitative results for the Fleming-Viot particle system and quasi-stationary distributions in discrete space
+Normal rank
@@ Property / cites work @@
+Q3142396
@@ Property / cites work: Q3142396 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean Field Simulation for Monte Carlo Integration
@@ Property / cites work: Mean Field Simulation for Monte Carlo Integration / rank @@
+Normal rank
@@ Property / cites work @@
+On the stability of interacting processes with applications to filtering and genetic algorithms
+Normal rank
@@ Property / cites work @@
+A Moran particle system approximation of Feynman-Kac formulae
+Normal rank
@@ Property / cites work @@
+Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
+Normal rank
@@ Property / cites work @@
+Exponential mixing properties for time inhomogeneous diffusion processes with killing
+Normal rank
@@ Property / cites work @@
+Couplings and quantitative contraction rates for Langevin dynamics
+Normal rank
@@ Property / cites work @@
+Quasi stationary distributions and Fleming-Viot processes in countable spaces
+Normal rank
@@ Property / cites work @@
+Error estimates on ergodic properties of discretized Feynman-Kac semigroups
+Normal rank
@@ Property / cites work @@
+Q3888269
@@ Property / cites work: Q3888269 / rank @@
+Normal rank
@@ Property / cites work @@
+On the rate of convergence in Wasserstein distance of the empirical measure
+Normal rank
@@ Property / cites work @@
+Hydrodynamic limit for a Fleming-Viot type system.
+Normal rank
@@ Property / cites work @@
+Curvature, concentration and error estimates for Markov chain Monte Carlo
+Normal rank
@@ Property / cites work @@
+A mathematical formalization of the parallel replica dynamics
+Normal rank
@@ Property / cites work @@
+Central Limit Theorem for stationary Fleming--Viot particle systems in finite spaces
+Normal rank
@@ Property / cites work @@
+A stationary Fleming-Viot type Brownian particle system
+Normal rank
@@ Property / cites work @@
+Nonasymptotic bounds for sampling algorithms without log-concavity
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3266127
@@ Property / cites work: Q3266127 / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity of diffusion and temporal uniformity of diffusion approximation
+Normal rank
@@ Property / cites work @@
+Convergence of a non-failable mean-field particle system
+Normal rank
@@ Property / cites work @@
+On the Control of an Interacting Particle Estimation of Schrödinger Ground States
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+General approximation method for the distribution of Markov processes conditioned not to be killed
+Normal rank
@@ Property / cites work @@
+Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes
+Normal rank
@@ Property / DOI @@
+.1051/PS/2021017
@@ Property / DOI: 10.1051/PS/2021017 / rank @@
+Normal rank