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- Theory and applications
Abstract
In this chapter, we give a brief exposition of the modern mathematical theory that is useful for the analysis of the asymptotic behavior of mean field particle models. We briefly discuss an original stochastic perturbation analysis of mean field particle models in terms of local sampling error propagations and backward semigroup techniques. We also present some exponential concentration inequalities that apply to general McKean particle models.
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Cited by
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Barreno, M., Nelson, B., Sears, R., Joseph, A. D., & Tygar, J. D. (2006) · Proceedings of the 2006 ACM Symposium on Information, computer and communications security · doi:10.1145/1128817.1128824 · Cited by 836
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Metadata
- Venue
- Mean Field Simulation for Monte Carlo Integration
- Publisher
- Chapman and Hall/CRC
- Published
- 2013-05-20
- Pages
- 85-124
- OpenAlex
- W4230846739
- Cited by
- 1,554
- References
- 0
- FWCI
- 239.24
- Type
- book chapter
- Language
- en
- Open access
- closed
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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