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We prove non-asymptotic error bounds for Sequential MCMC methods in the case of multimodal target distributions.
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2004
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2004
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A. Eberle and C. Marinelli, L p L^{p} estimates for Feynman-Kac propagators with time-dependent reference measures
2010
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F. Cérou, P. Del Moral and A. Guyader, A nonasymptotic variance theorem for unnormalized Feynman-Kac particle models
2011
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O. Cappé, E. Moulines and T. Rydén, Inference in Hidden Markov Models
2005
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H. R. Künsch, Recursive Monte-Carlo filters: algorithms and theoretical analysis
2005
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P. Del Moral, A. Doucet and A. Jasra, Sequential Monte Carlo Samplers
2006
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D. B. Woodard, S. C. Schmidler and M. L. Huber, Conditions for rapid mixing of parallel and simulated tempering on multimodal distributions
Cited in the paper.
D. B. Woodard, S. C. Schmidler and M. L. Huber, Sufficient conditions for torpid mixing of parallel and simulated tempering
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2011
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N. Whiteley, Sequential Monte Carlo samplers: error bounds and insensitivity to initial conditions
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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N. Schweizer, Non-asymptotic Error Bounds for Sequential MCMC and Stability of Feynman-Kac Propagators
2012
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