On the convergence of adaptive sequential Monte Carlo methods
From MaRDI portal
Publication:292923
DOI10.1214/15-AAP1113zbMath1342.82127arXiv1306.6462OpenAlexW2127792782MaRDI QIDQ292923
Nikolas Kantas, Alexandros Beskos, Ajay Jasra, Alexandre H. Thiery
Publication date: 9 June 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.6462
Bayesian inference (62F15) Monte Carlo methods (65C05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Limit theorems in probability theory (60F99)
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