3 papers
math.OC2026
Adjoint-Compatible Surrogates of the Expected Information Gain for Optimal Experimental Design
Luc de Montella, Sebastian Sager
We consider optimal experimental design for parameter estimation in dynamical systems governed by controlled ordinary differential equations. In such problems, Fisher-based criteri…
stat.ME2025
Particle Filtering for Non-Deterministic Electrocardiographic Imaging
Emma Lagracie, Luc de Montella
Electrocardiographic imaging (ECGI) aims to non-invasively reconstruct activation maps of the heart from temporal body surface potentials. While most existing approaches rely on in…
math.ST2024
On the Mathematical foundations of Diffusion Monte Carlo
Michel Caffarel, Pierre del Moral, Luc de Montella
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology…