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We provide a generic way of deducing non-asymptotic error bounds for Sequential MCMC methods from suitable stability properties of Feynman-Kac propagators.
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N. Whiteley, Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
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H. R. Künsch, Recursive Monte-Carlo filters: algorithms and theoretical analysis
2005
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N. Schweizer, Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings
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2011
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A. Eberle and C. Marinelli, Quantitative approximations of evolving probability measures and sequential Markov Chain Monte Carlo methods
2012
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