The particle approximation of quasi-stationary distributions. Part~I: concentration bounds in the uniform case (2412.15820v1)

Abstract: We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial condition, we provide explicit time-uniform $L^p$ and exponential bounds (a new result) with the expected rate in terms of sample size. This work is based on a stochastic backward error analysis (similar to the classical concept of numerical analysis) of the measure-valued Markov particle estimator, an approach that simplifies methods previously used for time-uniform $L^p$ estimates.