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arXiv · 2604.03352

On the complexity of standard and waste-free SMC samplers

Yvann Le Fay·Nicolas Chopin·Matti Vihola
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Abstract

We establish finite sample bounds for the error of standard and waste-free SMC samplers. Our results cover estimates of both expectations and normalising constants of the target distributions. We consider first an arbitrary sequence of distributions, and then specialise our results to tempering sequences. We use our results to derive the complexity of SMC samplers with respect to the parameters of the problem, such as $T$, the number of target distributions, in the general case, or $d$, the dimension of the ambient space, in the tempering case. We use these bounds to derive practical recommendations for the implementation of SMC samplers for end users.

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Yvann Le Fay, Nicolas Chopin, Matti Vihola. 2026-04-03. On the complexity of standard and waste-free SMC samplers. https://arxiv.org/abs/2604.03352

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