3 papers
math.ST2026
Quantitative Wasserstein Propagation of Chaos for Transport Ensemble Filters
Frederic J. N. Jorgensen, Ricardo Baptista, Franca Hoffmann +1
We develop a general probabilistic framework for analyzing propagation of chaos in transport ensemble filters (TEFs), a broad class of interacting particle systems that are used to…
eess.SP2026
Fundamental Bounds and Efficient Estimation for Dead-Time-Constrained Event Detection, with Application to Single-Photon Lidar
Frederic J. N. Jorgensen, Steven G. Johnson
We develop an asymptotic statistical theory for parameter estimation from a class of non-i.i.d. periodic binary event-detection processes subject to nonparalyzable dead time and ga…
math.ST2026
Exact affine conditioning beyond Gaussians: a unique characterization of the ensemble Kalman update
Frederic J. N. Jorgensen, Youssef M. Marzouk
The analysis step of the ensemble Kalman filter, called the ensemble Kalman update (EnKU), is widely used for approximating posterior distributions in inverse problems and data ass…