2 papers
stat.CO2018
Finite Sample Bounds for Sequential Monte Carlo and Adaptive Path Selection Using the Norm
Joe Marion, Joseph Mathews, Scott C. Schmidler
We prove a bound on the finite sample error of sequential Monte Carlo (SMC) on static spaces using the distance between interpolating distributions and the mixing times of Ma…
stat.CO2018
Finite Sample Complexity of Sequential Monte Carlo Estimators
Joe Marion, Joseph Mathews, Scott C. Schmidler
We present bounds for the finite sample error of sequential Monte Carlo samplers on static spaces. Our approach explicitly relates the performance of the algorithm to properties of…