Vol. 33, No. 4, Contributions to the Special Volume of the XIV EBEB (“Encontro Brasileiro de Estatística Bayesiana”) (2019), pp. 734-744 (11 pages) We study the limiting behavior of the one-at-a-time ...

We establish quantitative bounds for rates of convergence and asymptotic variances for iterated conditional sequential Monte Carlo (i-cSMC) Markov chains and associated particle Gibbs samplers [J. R.