Non-asymptotic error bounds for sequential MCMC methods
From MaRDI portal
Recommendations
- Stability of sequential Markov Chain Monte Carlo methods
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Sequentially interacting Markov chain Monte Carlo methods
- Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
- On adaptive resampling strategies for sequential Monte Carlo methods
Cited in
(14)- Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions
- Finite-sample complexity of sequential Monte Carlo estimators
- Error bounds and normalising constants for sequential Monte Carlo samplers in high dimensions
- An Invitation to Sequential Monte Carlo Samplers
- Error bounds of MCMC for functions with unbounded stationary variance
- Multilevel sequential Monte Carlo: Mean square error bounds under verifiable conditions
- Adaptive tuning of Hamiltonian Monte Carlo within sequential Monte Carlo
- Stability of sequential Markov Chain Monte Carlo methods
- Accelerating parallel tempering: quantile tempering algorithm (QuanTA)
- Robust measurement of (heavy-tailed) risks: theory and implementation
- Spectral gaps and error estimates for infinite-dimensional Metropolis-Hastings with non-Gaussian priors
- Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Error bounds for sequential Monte Carlo samplers for multimodal distributions
This page was built for publication: Non-asymptotic error bounds for sequential MCMC methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5170946)