Journal of Applied Probability, Vol. 46, No. 4 (DECEMBER 2009), pp. 960-974 (15 pages) Geometric convergence to 0 of the probability that the goal has not been encountered by the nth generation is ...
We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers [J. R.
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