A nonasymptotic theorem for unnormalized Feynman-Kac particle models (Q720734): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonasymptotic theorem for unnormalized Feynman-Kac particle models |
scientific article |
Statements
A nonasymptotic theorem for unnormalized Feynman-Kac particle models (English)
0 references
11 October 2011
0 references
The Feynman-Kac model defines the distribution of the paths of a Markov process, weighted by the product of a given collection of nonnegative potential functions. The main result of the article is a nonasymptotic variance estimate of the relative error with a degeneracy degree which grows linearly with respect to time. The result is applied to rare events.
0 references
interacting particle systems
0 references
Feynman-Kac semigroups
0 references
nonasymptotic estimates
0 references
genetic algorithms
0 references
Boltzmann-Gibbs measures
0 references
Monte Carlo models
0 references
rare events
0 references
