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cs.LG2026
Generative models for simulation based filtering: Formulations and Empirical Comparisons
Mohammad Al-Jarrah, Wei Deng, Bamdad Hosseini +1
This letter presents a unified formulation and a controlled numerical comparison of generative-model approaches to the nonlinear filtering problem. Under this formulation the analy…
cs.LG2026
Conditional Sampling via Wasserstein Autoencoders and Triangular Transport
Mohammad Al-Jarrah, Michele Martino, Marcus Yim +2
We present Conditional Wasserstein Autoencoders (CWAEs), a framework for conditional simulation that exploits low-dimensional structure in both the conditioned and the conditioning…
cs.LG2023
Nonlinear Filtering with Brenier Optimal Transport Maps
Mohammad Al-Jarrah, Niyizhen Jin, Bamdad Hosseini +1
This paper is concerned with the problem of nonlinear filtering, i.e., computing the conditional distribution of the state of a stochastic dynamical system given a history of noisy…