15 citations · 16 across the 2 of their papers we have counts for
2 papers
math.FA2009★ 1 cited
L^p estimates for Feynman-Kac propagators with time-dependent reference measures
Andreas Eberle, Carlo Marinelli
We introduce a class of time-inhomogeneous transition operators of Feynman-Kac type that can be considered as a generalization of symmetric Markov semigroups to the case of a time-…
math.PR2006★ 15 cited
Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures
Andreas Eberle, Carlo Marinelli
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Mo…