Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
From MaRDI portal
Publication:5422352
DOI10.1137/S0040585X97982529zbMath1156.60072OpenAlexW2005597327MaRDI QIDQ5422352
Arnaud Doucet, Gareth W. Peters, Pierre Del Moral
Publication date: 19 October 2007
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97982529
central limit theoremsinteracting particle systemspropagation of chaosGaussian fieldshistorical and genealogical tree models
Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35)
Related Items (7)
A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos ⋮ \(U\)-statistics of Ornstein-Uhlenbeck branching particle system ⋮ A note on auxiliary particle filters ⋮ A nonasymptotic theorem for unnormalized Feynman-Kac particle models ⋮ Interacting sequential Monte Carlo samplers for trans-dimensional simulation ⋮ Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models ⋮ Bias of Particle Approximations to Optimal Filter Derivative
This page was built for publication: Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models
