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math.ST2025
Error Analysis of Triangular Optimal Transport Maps for Filtering
Mohammad Al-Jarrah, Bamdad Hosseini, Niyizhen Jin +2
We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error…
math.OC2025
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…
math.OC2025
Flow matching for stochastic linear control systems
Yuhang Mei, Mohammad Al-Jarrah, Amirhossein Taghvaei +1
This paper addresses the problem of steering an initial probability distribution to a target probability distribution through a deterministic or stochastic linear control system. O…