A sharp first order analysis of Feynman-Kac particle models. I: Propagation of chaos
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Publication:1683821
DOI10.1016/j.spa.2017.04.007zbMath1392.60076arXiv1411.3800OpenAlexW2614825265MaRDI QIDQ1683821
Publication date: 1 December 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.3800
Interacting random processes; statistical mechanics type models; percolation theory (60K35) Feynman integrals and graphs; applications of algebraic topology and algebraic geometry (81Q30)
Related Items (3)
A note on random walks with absorbing barriers and sequential Monte Carlo methods ⋮ A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces ⋮ Bias of Particle Approximations to Optimal Filter Derivative
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