A duality formula for Feynman-Kac path particle models

DOI10.1016/j.crma.2015.02.008zbMath1323.60126OpenAlexW2033853150MaRDI QIDQ2346892

Pierre Del Moral, Robert Kohn, Frédéric Patras

Publication date: 5 June 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2015.02.008

zbMATH Keywords

Markov chainsduality formulaFeynman-Kac particle modelsGibbs-Glauber dynamics

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Other physical applications of random processes (60K40)

Related Items (2)

The sample size required in importance sampling ⋮ A sharp first order analysis of Feynman-Kac particle models. II: Particle Gibbs samplers

Cites Work

• Computation of free energy differences through nonequilibrium stochastic dynamics: The reaction coordinate case
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• Diffusion Monte Carlo method: Numerical Analysis in a Simple Case
• QUANTUM MONTE CARLO SIMULATIONS OF FERMIONS: A MATHEMATICAL ANALYSIS OF THE FIXED-NODE APPROXIMATION
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