On the convergence of quantum and sequential Monte Carlo methods

DOI10.1007/978-3-642-41095-6_17MaRDI QIDQ2926225zbMATH OpenOpenAlexFDO

Authors François Giraud, Pierre Del Moral

Publication date 31 October 2014

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-41095-6_17

zbMATH Keywords

Boltzmann-Gibbs measures' samplingFeynman-Kac modelsgenetic type search algorithmMarkov chain Monte Carlo iterationsMarkov transitionquantum Monte Carlo methodsequential Monte Carlo method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A nonasymptotic theorem for unnormalized Feynman-Kac particle models
• Central limit theorem for nonlinear filtering and interacting particle systems
• Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
• Concentration inequalities for mean field particle models
• Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
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• scientific article; zbMATH DE number 1500585 (Why is no real title available?)
• scientific article; zbMATH DE number 2106098 (Why is no real title available?)
• Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo
• Inference in hidden Markov models.
• Large deviations for interacting particle systems: Applications to non-linear filtering
• Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
• On the stability of interacting processes with applications to filtering and genetic algorithms
• Recursive Monte Carlo filters: algorithms and theoretical analysis
• Sequential Monte Carlo for rare event estimation
• Sequential Monte Carlo on large binary sampling spaces
• Sequential Monte Carlo Samplers

Cited in

(3)

• The Quantum Complexity of Markov Chain Monte Carlo
• Using systematic sampling selection for Monte Carlo solutions of Feynman-Kac equations
• Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models

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