595 citations · 728 across the 12 of their papers we have counts for
5 papers · 1 filter
LQGNet: Hybrid Model-Based and Data-Driven Linear Quadratic Stochastic Control
Solomon Goldgraber Casspi, Oliver Husser, Guy Revach +1
Stochastic control deals with finding an optimal control signal for a dynamical system in a setting with uncertainty, playing a key role in numerous applications. The linear quadra…
Outlier-Insensitive Kalman Filtering Using NUV Priors
Shunit Truzman, Guy Revach, Nir Shlezinger +1
The Kalman filter (KF) is a widely-used algorithm for tracking the latent state of a dynamical system from noisy observations. For systems that are well-described by linear Gaussia…
Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading
Amit Milstein, Haoran Deng, Guy Revach +2
Pairs trading is a family of trading techniques that determine their policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies…
HKF: Hierarchical Kalman Filtering with Online Learned Evolution Priors for Adaptive ECG Denoising
Guy Revach, Timur Locher, Nir Shlezinger +2
Electrocardiography (ECG) signals play a pivotal role in many healthcare applications, especially in at-home monitoring of vital signs. Wearable technologies, which these applicati…
Anomaly Search over Composite Hypotheses in Hierarchical Statistical Models
Benjamin Wolff, Tomer Gafni, Guy Revach +2
Detection of anomalies among a large number of processes is a fundamental task that has been studied in multiple research areas, with diverse applications spanning from spectrum ac…