3 papers
stat.ML2022
Proposal of a Score Based Approach to Sampling Using Monte Carlo Estimation of Score and Oracle Access to Target Density
Curtis McDonald, Andrew Barron
Score based approaches to sampling have shown much success as a generative algorithm to produce new samples from a target density given a pool of initial samples. In this work, we…
math.OC2021
Robustness to Incorrect Priors and Controlled Filter Stability in Partially Observed Stochastic Control
Curtis McDonald, Serdar Yüksel
We study controlled filter stability and its effects on the robustness properties of optimal control policies designed for systems with incorrect priors applied to a true system. F…
math.PR2019
Exponential Filter Stability via Dobrushin's Coefficient
Curtis McDonald, Serdar Yuksel
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized…