Stability of sequential Markov Chain Monte Carlo methods

DOI10.1051/PROC:071905zbMath1359.82016OpenAlexW2101983933MaRDI QIDQ5427534

Carlo Marinelli, Andreas Eberle

Publication date: 20 November 2007

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:071905

zbMATH Keywords

importance samplingMarkov chain Monte Carlospectral gapfunctional inequalitiesDirichlet formssequential Monte Carlo

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical integration (65D30) Sampling theory in information and communication theory (94A20) Stochastic particle methods (65C35)

Related Items (2)

Finite-sample complexity of sequential Monte Carlo estimators ⋮ Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods

This page was built for publication: Stability of sequential Markov Chain Monte Carlo methods