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math.PR2025
Guided filtering and smoothing for infinite-dimensional diffusions
Thorben Pieper-Sethmacher, Daniele Avitabile, Frank van der Meulen
We consider the filtering and smoothing problems for an infinite-dimensional diffusion process X, observed through a finite-dimensional representation at discrete points in time. A…
math.PR2025
Poisson Hypothesis and large-population limit for networks of spiking neurons
Daniele Avitabile, Michel Davydov
We study mean-field descriptions for spatially-extended networks of linear (leaky) and quadratic integrate-and-fire neurons with stochastic spiking times. We consider large-populat…