Stability of sequential Markov Chain Monte Carlo methods (Q5427534)

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scientific article; zbMATH DE number 5213272
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Stability of sequential Markov Chain Monte Carlo methods
scientific article; zbMATH DE number 5213272

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    Stability of sequential Markov Chain Monte Carlo methods (English)
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    20 November 2007
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    Markov chain Monte Carlo
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    sequential Monte Carlo
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    importance sampling
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    spectral gap
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    Dirichlet forms
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    functional inequalities
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