Limit theorems for sequential MCMC methods

DOI10.1017/apr.2020.9OpenAlexW3105405776MaRDI QIDQ5005017

Axel Finke, Arnaud Doucet, Adam M. Johansen

Publication date: 4 August 2021

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.01057

zbMATH Keywords

almost sure convergenceMarkov chain Monte Carlo methodsparticle filterssequential Monte Carlo methodsmultivariate central limit theoremtime-uniform convergence

Mathematics Subject Classification ID

Related Items (2)

An Invitation to Sequential Monte Carlo Samplers ⋮ Global Consensus Monte Carlo

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