Error bounds for sequential Monte Carlo samplers for multimodal distributions
From MaRDI portal
Publication:1715531
DOI10.3150/17-BEJ988MaRDI QIDQ1715531
Daniel Paulin, Ajay Jasra, Alexandre H. Thiery
Publication date: 28 January 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.08775
metastabilitycentral limit theoremscale invariancePotts modelsequential Monte Carloasymptotic variance bound
Bayesian inference (62F15) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) 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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An Invitation to Sequential Monte Carlo Samplers ⋮ Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions ⋮ Finite-sample complexity of sequential Monte Carlo estimators ⋮ Error bounds for sequential Monte Carlo samplers for multimodal distributions ⋮ A framework for adaptive MCMC targeting multimodal distributions ⋮ Accelerating parallel tempering: Quantile tempering algorithm (QuanTA)
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