1 citations · 1 across the 16 of their papers we have counts for
17 papers
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…
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…
Causal Optimal Coupling for Gaussian Input-Output Distributional Data
Daran Xu, Amirhossein Taghvaei
We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescri…
Time-Reversed BSDEs for Accurate Gradient Estimation in Diffusion Models
Yuhang Mei, Amirhossein Taghvaei
There is a growing literature adopting a stochastic optimal control (SOC) perspective to fine-tune diffusion models and related generative policies. A prominent class of methods, k…
A lasso-alternative to Dijkstra's algorithm for identifying short paths in networks
Anqi Dong, Amirhossein Taghvaei, Tryphon T. Georgiou
We revisit the problem of finding the shortest path between two selected vertices of a graph and formulate this as an -regularized regression -- Least Absolute Shrinkage an…
A convex approach for Markov chain estimation from aggregate data via inverse optimal transport
Michele Mascherpa, Axel Ringh, Amirhossein Taghvaei +1
We address the problem of identifying the dynamical law governing the evolution of a population of indistinguishable particles, when only aggregate distributions at successive time…
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…
A Time-Reversal Control Synthesis for Steering the State of Stochastic Systems
Yuhang Mei, Amirhossein Taghvaei, Ali Pakniyat
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-re…
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…
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…
Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
Yuhang Mei, Amirhossein Taghvaei
This paper addresses the numerical solution of backward stochastic differential equations (BSDEs) arising in stochastic optimal control. Specifically, we investigate two BSDEs: one…
Interacting Particle Systems for Fast Linear Quadratic RL
Anant A Joshi, Heng-Sheng Chang, Amirhossein Taghvaei +2
This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learn…
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…
Time-Reversal of Stochastic Maximum Principle
Amirhossein Taghvaei
Stochastic maximum principle (SMP) specifies a necessary condition for the solution of a stochastic optimal control problem. The condition involves a coupled system of forward and…
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…
Distributed Nonlinear Filtering using Triangular Transport Maps
Daniel Grange, Ricardo Baptista, Amirhossein Taghvaei +2
The distributed filtering problem sequentially estimates a global state variable using observations from a network of local sensors with different measurement models. In this work,…
Duality for nonlinear filtering
Jin Won Kim
This thesis is concerned with the stochastic filtering problem for a hidden Markov model (HMM) with the white noise observation model. For this filtering problem, we make three typ…