most citedFinite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions

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stat.CO2022★ 2 cited

Finite Sample Complexity of Sequential Monte Carlo Estimators on Multimodal Target Distributions

Joseph Mathews, Scott C. Schmidler

We prove finite sample complexities for sequential Monte Carlo (SMC) algorithms which require only local mixing times of the associated Markov kernels. Our bounds are particularly…