Non-asymptotic deviation inequalities for smoothed additive functionals in nonlinear state-space models

DOI10.3150/12-BEJ450zbMath1411.60116arXiv1012.4183MaRDI QIDQ2435241

Sylvain Le Corff, Cyrille Dubarry

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.4183

zbMATH Keywords

additive functionalssequential Monte Carlo methodsdeviation inequalitiesFFBSFFBSiparticle-based approximations

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Local time and additive functionals (60J55)

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