20 citations · 29 across the 3 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2012★ 9 cited
Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings
Nikolaus Schweizer
We prove non-asymptotic error bounds for Sequential MCMC methods in the case of multimodal target distributions. Our bounds depend in an explicit way on upper bounds on relative de…
math.PR2012★ 20 cited
Non-asymptotic Error Bounds for Sequential MCMC and Stability of Feynman-Kac Propagators
Nikolaus Schweizer
We provide a generic way of deducing non-asymptotic error bounds for Sequential MCMC methods from suitable stability properties of Feynman-Kac propagators. We show how to derive th…