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Theoretical properties of quasi-stationary Monte Carlo methods
Andi Q. Wang, Martin Kolb, Gareth O. Roberts, David Steinsaltz · 2017-07-25 · via math.PR updates on arXiv.org

This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target density of interest. We also quantify the rate of convergence to quasi-stationarity by relating the killed diffusion to an appropriate Langevin diffusion. As an example, we consider in detail a killed Ornstein--Uhlenbeck process with Gaussian quasi-stationary distribution.

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