Limit theorems for cloning algorithms
From MaRDI portal
Publication:2029767
DOI10.1016/j.spa.2021.04.007zbMath1469.65035arXiv1902.00509OpenAlexW2911671105WikidataQ113863854 ScholiaQ113863854MaRDI QIDQ2029767
Adam M. Johansen, Letizia Angeli, Stefan Grosskinsky
Publication date: 4 June 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.00509
jump processesinteracting particle systems\(L^p\) convergenceFeynman-Kac formulaecloning algorithmdynamic large deviations
Stochastic approximation (62L20) Large deviations (60F10) Stochastic particle methods (65C35) (L^p)-limit theorems (60F25)
Related Items (3)
Monte Carlo Methods for the Neutron Transport Equation ⋮ Rare event simulation for stochastic dynamics in continuous time ⋮ Uniform in time propagation of chaos for a Moran model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonequilibrium Markov processes conditioned on large deviations
- Unbiasedness of some generalized adaptive multilevel splitting algorithms
- Simulating rare events in dynamical processes
- Go with the winners: a general Monte Carlo strategy
- Fundamentals of stochastic filtering
- Topological conditions enabling use of Harris methods in discrete and continuous time
- Nonlinear filtering and measure-valued processes
- A Moran particle system approximation of Feynman-Kac formulae
- Exponential and uniform ergodicity of Markov processes
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Thermodynamics of currents in nonequilibrium diffusive systems: theory and simulation
- Approximating the cumulant generating function of triangles in the Erdös-Rényi random graph
- Negative association, ordering and convergence of resampling methods
- Rare event simulation for stochastic dynamics in continuous time
- Spectral gap of positive operators and applications
- Mean Field Simulation for Monte Carlo Integration
- On the Concentration Properties of Interacting Particle Processes
- Current large deviations for partially asymmetric particle systems on a ring
- On the Control of an Interacting Particle Estimation of Schrödinger Ground States
- Particle approximations of Lyapunov exponents connected to Schrödinger operators and Feynman–Kac semigroups
- Calculating Principal Eigen-Functions of Non-Negative Integral Kernels: Particle Approximations and Applications
- Conditions for integrability of Markov chains
- Efficient characterisation of large deviations using population dynamics
- Computation of extreme heat waves in climate models using a large deviation algorithm
- Numerical study of extreme mechanical force exerted by a turbulent flow on a bluff body by direct and rare-event sampling techniques
- Sampling rare events across dynamical phase transitions
- Large-sample asymptotics of the pseudo-marginal method
- Poincaré inequality for weighted first order Sobolev spaces on loop spaces
This page was built for publication: Limit theorems for cloning algorithms
