The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems

DOI10.1214/23-aap1996arXiv2110.15782OpenAlexW4391483383MaRDI QIDQ6126807

Juan Kuntz, Adam M. Johansen, Francesca R. Crucinio

Publication date: 10 April 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.15782

zbMATH Keywords

strong law of large numberscentral limit theoremdistributed computingBayesian inferenceinteracting particle systemsproduct-form estimators

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Strong limit theorems (60F15)

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