On the Concentration Properties of Interacting Particle Processes
DOI10.1561/2200000026zbMath1280.60057arXiv1107.1948MaRDI QIDQ2903299
Pierre Del Moral, Peng Hu, Li-ming Wu
Publication date: 8 August 2012
Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.1948
stochastic optimization; Bayesian statistics; concentration inequalities; advanced Monte Carlo methods; computational physics and biology; Feynman-Kac particle processes
62G20: Asymptotic properties of nonparametric inference
60E15: Inequalities; stochastic orderings
65C05: Monte Carlo methods
82C22: Interacting particle systems in time-dependent statistical mechanics
60K35: Interacting random processes; statistical mechanics type models; percolation theory
47D08: Schrödinger and Feynman-Kac semigroups
65C35: Stochastic particle methods
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