Fluctuations of Interacting Markov Chain Monte Carlo Methods

Arnaud Doucet; Bernard Bercu; Pierre Del Moral

REVIEW

Fluctuations of Interacting Markov Chain Monte Carlo Methods

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 1201.0480 v1 pith:5EKBRQTU submitted 2012-01-02 math.PR math.STstat.COstat.MEstat.TH

Fluctuations of Interacting Markov Chain Monte Carlo Methods

Bernard Bercu , Pierre Del Moral , Arnaud Doucet This is my paper

classification math.PR math.STstat.COstat.MEstat.TH

keywords interactingmarkovalgorithmscarlochainclassfluctuationsmeasures

verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved

0 comments

read the original abstract

We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the class of nonlinear Markov chains interacting with their empirical occupation measures. We develop an original theoretical analysis based on resolvent operators and semigroup techniques to analyze the fluctuations of their occupation measures around their limiting values.

Fluctuations of Interacting Markov Chain Monte Carlo Methods

discussion (0)