Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
type: Item
instance of: scholarly article
title: Stability of sequential Monte Carlo samplers via the Foster-Lyapunov condition
zbMATH Open document ID: 1319.60044
author: Ajay Jasra
author: Arnaud Doucet
published in: Statistics \& Probability Letters
publication date: 2008-11-25T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 5372850
MaRDI profile type: Publication
full work available at URL: j.spl.2008.05.023
OpenAlex ID: W2016349065
cites work: Convergence of simulated annealing using Foster-Lyapunov criteria
cites work: Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
cites work: Q4819702
cites work: Sequential Monte Carlo Samplers
cites work: Quantitative bounds on convergence of time-inhomogeneous Markov chains
cites work: Sequential Monte Carlo Methods in Practice
cites work: Recursive Monte Carlo filters: algorithms and theoretical analysis
cites work: Markov chains and stochastic stability
DOI: 10.1016/J.SPL.2008.05.023
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description: scientific article; zbMATH DE number 5372850