Error bounds for sequential Monte Carlo samplers for multimodal distributions
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Publication:1715531
asymptotic variance boundcentral limit theoremmetastabilityPotts modelscale invariancesequential Monte Carlo
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)
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Cited in
(14)- Error bounds for sequential Monte Carlo samplers for multimodal distributions
- A framework for adaptive MCMC targeting multimodal distributions
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- Goal-oriented Bayesian optimal experimental design for nonlinear models using Markov chain Monte Carlo
- Unbiased and consistent nested sampling via sequential Monte Carlo
- Sequential Bayesian registration for functional data
- Sequential Monte Carlo for cut-Bayesian posterior computation
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