A note on random walks with absorbing barriers and sequential Monte Carlo methods

DOI10.1080/07362994.2017.1412264zbMath1390.82057arXiv1611.03177OpenAlexW2564959755MaRDI QIDQ4639177

Pierre Del Moral, Ajay Jasra

Publication date: 3 May 2018

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.03177

zbMATH Keywords

importance samplingsequential Monte Carloquasi-invariant measuresFeynman-Kac semigroupsparticle samplersrandom walks with absorbing barriers

Mathematics Subject Classification ID

Bayesian inference (62F15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Limit theorems in probability theory (60F99)

Related Items

Simulation of branching random walks on a multidimensional lattice ⋮ On the stability of positive semigroups ⋮ Analysis of distributed systems via quasi-stationary distributions

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