On the Concentration Properties of Interacting Particle Processes

DOI10.1561/2200000026zbMath1280.60057arXiv1107.1948OpenAlexW2119909095MaRDI QIDQ2903299

Pierre Del Moral, Peng Hu, Li-ming Wu

Publication date: 8 August 2012

Published in: Foundations and Trends® in Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1948

zbMATH Keywords

stochastic optimizationBayesian statisticsconcentration inequalitiesadvanced Monte Carlo methodscomputational physics and biologyFeynman-Kac particle processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inequalities; stochastic orderings (60E15) Monte Carlo methods (65C05) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Schrödinger and Feynman-Kac semigroups (47D08) Stochastic particle methods (65C35)

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