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math.PR2026
New Trends in the Stability of Sinkhorn Semigroups
Pierre Del Moral, Ajay Jasra
Entropic optimal transport problems play an increasingly important role in machine learning and generative modelling. In contrast with optimal transport maps which often have limit…
math.PR2024
On the Particle Approximation of Lagged Feynman-Kac Formulae
Elsiddig Awadelkarim, Michel Caffarel, Pierre Del Moral +1
In this paper we examine the numerical approximation of the limiting invariant measure associated with Feynman-Kac formulae. These are expressed in a discrete time formulation and…
math.PR2023
On Time Uniform Wong-Zakai Approximation Theorems
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in man…