基地国外学术骨干Pierre Del Moral教授、基地研究员王新宇副教授合作论文《Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm》在Frontiers of Mathematics公开发表。

摘要：In this paper, we consider a genetic evolution model associated to a given Feynman–Kac flow (called also the simple genetic algorithm). We first obtain an estimate of the contraction coefficient of this interacting particle system in some suitable metric, independent of the number of particles in the system. Second, by transport-entropy inequality technique, we obtain some concentration inequalities for the particle system, uniform in time and in the number of particles.

论文链接：https://link.springer.com/article/10.1007/s11464-022-0089-z

教师简介

Pierre Del Moral is INRIA Research Director and Professor at the University of Bordeaux and at the Ecole Polytechnique in Paris. He obtained the Master of Science in Pure Mathematics and Ph.D. in signal processing at the LAAS-CNRS of Toulouse, France. He is one of the principal designers of the modern theory on particle methods in filtering, rare-event estimation and financial modeling. He has been visiting professor at Purdue University and Princeton University.

王新宇，中南财经政法大学文澜学院副教授，法国UCA大学应用数学博士。研究方向：大数据统计分析、随机算法理论、随机过程与随机分析在经济金融中的应用。