Nonasymptotic analysis of adaptive and annealed Feynman-Kac particle models
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Publication:502900
DOI10.3150/14-BEJ680zbMath1364.60131arXiv1209.5654OpenAlexW3098845144MaRDI QIDQ502900
François Giraud, Pierre Del Moral
Publication date: 11 January 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1209.5654
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Numerical analysis or methods applied to Markov chains (65C40) Stochastic particle methods (65C35)
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