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We prove non-asymptotic error bounds for Sequential MCMC methods in the caseof multimodal target distributions. Our bounds depend in an explicit way onupper bounds on relative densities, on constants associated with local mixingproperties of the MCMC dynamics, namely, local spectral gaps and localhyperboundedness, and on the amount of probability mass shifted betweeneffectively disconnected components of the state space.

Non-asymptotic Error Bounds for Sequential MCMC Methods in Multimodal Settings