From the 1 of 4 linked papers with an AI index.
4 papers
An Operator-Theoretic Analysis of Nonlinear Filtering under Model Misspecification
Fabián González, Ãmer Deniz Akyildiz, Dan Crisan +1
The paper analyzes how Bayesian nonlinear filters behave when the assumed model dynamics are misspecified, providing explicit error bounds that separate the impact of initial error…
On the contraction properties of Sinkhorn semigroups
O. Deniz Akyildiz, Pierre del Moral, Joaquin Miguez
We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhor…
Gaussian entropic optimal transport: Schrödinger bridges and the Sinkhorn algorithm
O. Deniz Akyildiz, Pierre Del Moral, JoaquÃn Miguez
Entropic optimal transport problems are regularized versions of optimal transport problems. These models play an increasingly important role in machine learning and generative mode…
Nudging state-space models for Bayesian filtering under misspecified dynamics
Fabian Gonzalez, O. Deniz Akyildiz, Dan Crisan +1
Nudging is a popular algorithmic strategy in numerical filtering to deal with the problem of inference in high-dimensional dynamical systems. We demonstrate in this paper that gene…