Under strong uniformity assumptions, Fleming-Viot particle estimates of quasi-stationary distributions satisfy time-uniform exponential concentration with rate N u^2/(1+u), a new result.
Branching and interacting particle systems approximation s of Feynman-Kac formulae with applications to non-linear fil tering
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The particle approximation of quasi-stationary distributions: concentration bounds in the uniform case
Under strong uniformity assumptions, Fleming-Viot particle estimates of quasi-stationary distributions satisfy time-uniform exponential concentration with rate N u^2/(1+u), a new result.