Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions

DOI10.1214/23-aap1989arXiv2208.06672OpenAlexW4391480377MaRDI QIDQ6126801

Joseph Mathews, Scott C. Schmidler

Publication date: 10 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.06672

zbMATH Keywords

finite sample boundsmultimodal distributionssequential Monte Carlo

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites Work

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