Simple conditions for convergence of sequential Monte Carlo genealogies with applications

DOI10.1214/20-EJP561zbMath1480.60267arXiv2007.00096OpenAlexW3120461524MaRDI QIDQ2042764

Paul A. Jenkins, Suzie Brown, Jere Koskela, Adam M. Johansen

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.00096

zbMATH Keywords

resamplingselectioncoalescentinteracting particle systemparticle filter

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic particle methods (65C35) Coalescent processes (60J90) Applications of coalescent processes (60J95)

Related Items (3)

Weak convergence of non-neutral genealogies to Kingman's coalescent ⋮ Conditional sequential Monte Carlo in high dimensions ⋮ Scaling limit of the Fleming-Viot multicolor process

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