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math.OC2023
Computational Optimal Transport and Filtering on Riemannian manifolds
Daniel Grange, Mohammad Al-Jarrah, Ricardo Baptista +4
In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps fr…
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…
math.OC2023
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…