37 citations · 151 across the 27 of their papers we have counts for
6 papers · 1 filter
Fast filtering of non-Gaussian models using Amortized Optimal Transport Maps
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
In this paper, we present the amortized optimal transport filter (A-OTF) designed to mitigate the computational burden associated with the real-time training of optimal transport f…
Data-Driven Approximation of Stationary Nonlinear Filters with Optimal Transport Maps
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of par…
Conditional Optimal Transport on Function Spaces
Bamdad Hosseini, Alexander W. Hsu, Amirhossein Taghvaei
We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian…
Optimal Transport Particle Filters
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). Th…
Intrinsic Sparsity of Kantorovich Solutions
Bamdad Hosseini, Stefan Steinerberger
Let be two finite sets of points having and points with and being the associated unifo…
An Optimal Transport Formulation of Bayes' Law for Nonlinear Filtering Algorithms
Amirhossein Taghvaei, Bamdad Hosseini
This paper presents a variational representation of the Bayes' law using optimal transportation theory. The variational representation is in terms of the optimal transportation bet…