Professor Pierre Del Moral, a Foreign Academic Expertand of the base, and Associate Professor Xinyu Wang, a researcher of the base, has published a collaborative paper titled "Geometric Convergence and Concentration Inequalities for the Feynman–Kac Genetic Algorithm" in Frontiers of Mathematics.

Abstract: 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.

Link: https://link.springer.com/article/10.1007/s11464-022-0089-z

Teacher profile

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.

Xinyu Wang, Associate Professor, Wenlan College, Zhongnan University of Economics and Law; Ph.D. in Applied Mathematics, University of Côte d'Azur (UCA), France. Research Interests: big data statistical analysis, stochastic algorithm theory, applications of stochastic processes and stochastic analysis in economics and finance.