181 citations · 446 across the 49 of their papers we have counts for
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stat.CO2026
A perturbation theory for Feynman-Kac models and their particle interpretations
Pierre Del Moral, Mathieu Gerber
We develop a perturbation analysis of Feynman--Kac models, describing how local errors introduced at each step of the Feynman--Kac recursion propagate over time. Under general cond…
math.ST2026
On Bridging Mixture Distributions
Pierre Del Moral, Ajay Jasra, Ke Zhao
The construction and the stability of bridges between mixture probability measures are investigated. Given a collection of Markov transitions bridging the components of two mixture…
math.PR2026
Fluctuations and Long-Time Stability of Multivariate Ensemble Kalman Filters
Pierre Del Moral, Bouchra Nasri, Bruno Rémillard
We develop a self contained stochastic perturbation theory for discrete generation and multivariate Ensemble Kalman filters. Unlike their continuous-time counterparts, discrete EnK…