Fluctuations of interacting Markov chain Monte Carlo methods

DOI10.1016/j.spa.2012.01.001zbMath1244.60043arXiv1201.0480MaRDI QIDQ424473

Pierre Del Moral, Bernard Bercu, Arnaud Doucet

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0480

zbMATH Keywords

random fields; Markov chain Monte Carlo algorithms; martingale limit theorems; multivariate central limit theorems; self-interacting Markov chains

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

60J85: Applications of branching processes

Related Items

Limit theorems for sequential MCMC methods, Fluctuations of interacting Markov chain Monte Carlo methods, Sequentially interacting Markov chain Monte Carlo methods, Interacting Markov chain Monte Carlo methods for solving nonlinear measure-valued equations, A cautionary tale on the efficiency of some adaptive Monte Carlo schemes, On the convergence rates of some adaptive Markov chain Monte Carlo algorithms

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