140 citations · 658 across the 113 of their papers we have counts for
7 papers · 2 filters
The role of the time-arrow in mean-square estimation of stochastic processes
Yongxin Chen, Johan Karlsson, Tryphon T. Georgiou
The purpose of this paper is to explain a certain dichotomy between the information that the past and future values of a multivariate stochastic process carry about the present. Mo…
Entropic and displacement interpolation: a computational approach using the Hilbert metric
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
Monge-Kantorovich optimal mass transport (OMT) provides a blueprint for geometries in the space of positive densities -- it quantifies the cost of transporting a mass distribution…
Steering state statistics with output feedback
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
Consider a linear stochastic system whose initial state is a random vector with a specified Gaussian distribution. Such a distribution may represent a collection of particles abidi…
Optimal control of the state statistics for a linear stochastic system
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state di…
Optimal estimation with missing observations via balanced time-symmetric stochastic models
Tryphon T. Georgiou, Anders Lindquist
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic model…
Optimal mass transport over bridges
Yongxin Chen, Tryphon Georgiou, Michele Pavon
We present an overview of our recent work on implementable solutions to the Schroedinger bridge problem and their potential application to optimal transport and various generalizat…