The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial. When dealing with Feynman-Kac and other interacting particle systems of Monte Carlo type, one faces a new type of problem. Namely, in a sample of N particles obtained through the corresponding algorithms, the distributions of the particles are correlated -although any finite number of them is asymptotically independent with respect to the total number N of particles. In the present article, exploiting the fine asymptotics of particle systems, we prove convergence theorems for U-statistics in this framework
International audienceThe existing literature contains many examples of mean-field particle systems ...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
International audienceThe convergence of U-statistics has been intensively studied for estimators ba...
International audienceThe convergence of U-statistics has been intensively studied for estimators ba...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
International audienceThis article deals with a mean-field model. We consider a large number of part...
International audienceThis article deals with a mean-field model. We consider a large number of part...
We present a non asymptotic theorem for interacting particle approximations of unnormalized Feynman-...
International audienceThe existing literature contains many examples of mean-field particle systems ...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
International audienceThe convergence of U-statistics has been intensively studied for estimators ba...
International audienceThe convergence of U-statistics has been intensively studied for estimators ba...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
The convergence of U-statistics has been intensively studied for estimators based on families of i.i...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
In this paper we investigate the speed of convergence of the fluctuations of a general class of Feyn...
International audienceThis article deals with a mean-field model. We consider a large number of part...
International audienceThis article deals with a mean-field model. We consider a large number of part...
We present a non asymptotic theorem for interacting particle approximations of unnormalized Feynman-...
International audienceThe existing literature contains many examples of mean-field particle systems ...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...
We present in this work a natural Interacting Particle System (IPS) approach formodeling and studyin...