18 citations · 43 across the 22 of their papers we have counts for
3 papers · 1 filter
Risk-Sensitive Stochastic Optimal Control as Rao-Blackwellized Markovian Score Climbing
Hany Abdulsamad, Sahel Iqbal, Adrien Corenflos +1
Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, provi…
A Recursive Newton Method for Smoothing in Nonlinear State Space Models
Fatemeh Yaghoobi, Hany Abdulsamad, Simo Särkkä
In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods.…
Variational Gaussian filtering via Wasserstein gradient flows
Adrien Corenflos, Hany Abdulsamad
We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gra…