Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models

DOI10.3150/14-BEJ680zbMath1364.60131arXiv1209.5654OpenAlexW3098845144MaRDI QIDQ502900

François Giraud, Pierre Del Moral

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5654

zbMATH Keywords

interacting particle systemssequential Monte Carlo methodsFeynman-Kac fomula

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)

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