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math.PR2023
Self-interacting diffusions: long-time behaviour and exit-problem in the convex case
Ashot Aleksian, Pierre del Moral, Aline Kurtzmann +1
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficien…
math.PR2021
A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters
Pierre del Moral, Emma Horton
Despite the widespread usage of discrete generation Ensemble Kalman particle filtering methodology to solve nonlinear and high dimensional filtering and inverse problems, little is…