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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.OC2026
Large-time behavior and accuracy of the Mean-Field Ensemble Kalman Filter in the Linear Detectable Setting
Franca Hoffmann, Sangmin Park, Andrew M. Stuart
The ensemble Kalman filter (EnKF), originally developed in the geophysical sciences, is now widely used for state and parameter estimation problems in various domains of applicatio…