Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：fengyu3

【摘要】

：

In this talk,we provide bounds on the asymptotic variance for a class of sequential Monte Carlo(SMC)samplers designed for approximating multimodal distributions.

【作者】

：

Daniel Paulin Ajay Jasra Alexandre Thiery

【机构】

：

Department of Statistics & Applied Probability,National University of Singapore,6 Science Drive 2,11

【出处】

：

上海交通大学

【发表日期】

：

2016年4期

【关键词】

：

SMC samplers asymptotic variance sharp peaks Curie-Weiss model Potts model

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　　In this talk,we provide bounds on the asymptotic variance for a class of sequential Monte Carlo(SMC)samplers designed for approximating multimodal distributions.

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Error Bounds for Sequential Monte Carlo Samplers for Multimodal Distributions

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