Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions

DOI10.1239/aap/1396360114zbMath1291.65009OpenAlexW1901296138MaRDI QIDQ5415104

Alexandros Beskos, Ajay Jasra, Nick Whiteley, Dan Crisan

Publication date: 9 May 2014

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aap/1396360114

zbMATH Keywords

sequential Monte Carlopropagation of chaosmultidimenstional samplingnormalizing constant estimation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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