Author

D. Sanz-Alonso

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Preprint Sep 2026

Time-uniform accuracy of ensemble Kalman filters with localization

This paper establishes time-uniform accuracy guarantees for deterministic square-root ensemble Kalman filters in linear--Gaussian state-space models under perfect-model dynamics. For hyperbolic, detectable systems, we prove that the ensemble means and covariances approximate their Kalman filter counterparts uniformly i...

Xia-Oou Cheng, D. Sanz-Alonso, Nathan Waniorek · 0 citations

Preprint Aug 2026

Non-asymptotic Analysis of Mat\'ern Regression: The Roles of Target and Kernel Lengthscales

Theoretical guarantees for kernel regression are typically formulated in terms of smoothness, but practical accuracy depends critically on how the design resolution compares with the target and kernel lengthscales. We develop a finite-sample theory for Mat\'ern regression on periodic domains with quasi-uniform designs,...

D. Sanz-Alonso · 0 citations