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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…
math.ST2025
Statistical accuracy of the ensemble Kalman filter in the near-linear setting
E. Calvello, J. A. Carrillo, F. Hoffmann +3
Estimating the state of a dynamical system from partial and noisy observations is a ubiquitous problem in a large number of applications, such as probabilistic weather forecasting…