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math.PR2025
On the Kantorovich contraction of Markov semigroups
Pierre Del Moral, Mathieu Gerber
We develop an operator-theoretic framework for the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which includes Wassers…
stat.CO2025
regMMD: An R package for parametric estimation and regression with maximum mean discrepancy
Pierre Alquier, Mathieu Gerber
The Maximum Mean Discrepancy (MMD) is a kernel-based metric widely used for nonparametric tests and estimation. Recently, it has also been studied as an objective function for para…
math.ST2025
Safety of particle filters: Some results on the time evolution of particle filter estimates
Mathieu Gerber
Particle filters (PFs) form a class of Monte Carlo algorithms that propagate over time a set of particles which can be used to estimate, in an online fashion, the sequenc…