2 papers
eess.SP2025
Revisiting Split Covariance Intersection: Correlated Components and Optimality
Colin Cros, Pierre-Olivier Amblard, Christophe Prieur +1
Linear fusion is a cornerstone of estimation theory. Implementing optimal linear fusion requires knowledge of the covariance of the vector of errors associated with all the estimat…
math.PR2024
Random Multi-Type Spanning Forests for Synchronization on Sparse Graphs
Hugo Jaquard, Pierre-Olivier Amblard, Simon Barthelmé +1
Random diffusions are a popular tool in Monte-Carlo estimations, with well established algorithms such as Walk-on-Spheres (WoS) going back several decades. In this work, we introdu…