A nonasymptotic theorem for unnormalized Feynman–Kac particle models

@inproceedings{Croua2011ANT,
  title={A nonasymptotic theorem for unnormalized Feynman–Kac particle models},
  author={F. C{\'e}roua and P. Del Moralb and A. Guyaderc},
  year={2011}
}
We present a nonasymptotic theorem for interacting particle approximations of unnormalized Feynman–Kac models. We provide an original stochastic analysis-based on Feynman–Kac semigroup techniques combined with recently developed coalescent tree-based functional representations of particle block distributions. We present some regularity conditions under which the L2-relative error of these weighted particle measures grows linearly with respect to the time horizon yielding what seems to be the… CONTINUE READING

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