Finite sample complexity of sequential Monte Carlo estimators on multimodal target distributions
From MaRDI portal
Publication:6126801
DOI10.1214/23-aap1989arXiv2208.06672OpenAlexW4391480377MaRDI QIDQ6126801
Joseph Mathews, Scott C. Schmidler
Publication date: 10 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2208.06672
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the convergence of adaptive sequential Monte Carlo methods
- \(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures
- An adaptive sequential Monte Carlo sampler
- Limit theorems for weighted samples with applications to sequential Monte Carlo methods
- Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
- Sufficient conditions for torpid mixing of parallel and simulated tempering
- Random generation of combinatorial structures from a uniform distribution
- Error bounds for sequential Monte Carlo samplers for multimodal distributions
- Markov chain decomposition for convergence rate analysis
- Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
- Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
- A Bayesian approach to multiscale inverse problems using the sequential Monte Carlo method
- Sequential Monte Carlo Samplers
- The geometry of logconcave functions and sampling algorithms
- A sequential particle filter method for static models
- Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions
- On the swapping algorithm
- Simple conditions for metastability of continuous Markov chains
- Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
- Equation of State Calculations by Fast Computing Machines
- Non-Reversible Parallel Tempering: A Scalable Highly Parallel MCMC Scheme
- Finite-sample complexity of sequential Monte Carlo estimators
