A Functional Central Limit Theorem for a Class of Interacting Markov Chain Monte Carlo Methods
We present a functional central limit theorem for a new class of interacting Markov chain Monte Carlo algorithms. These stochastic algorithms have been recently introduced to solve non-linear measure-valued equations. We provide an original theoretical analysis based on semigroup techniques on distr...
| Main Authors: | , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2009
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