140 citations · 658 across the 113 of their papers we have counts for
9 papers · 1 filter
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…
Market Fragility, Systemic Risk, and Ricci Curvature
Romeil Sandhu, Tryphon Georgiou, Allen Tannenbaum
Measuring systemic risk or fragility of financial systems is a ubiquitous task of fundamental importance in analyzing market efficiency, portfolio allocation, and containment of fi…
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…
Graph Curvature and the Robustness of Cancer Networks
Allen Tannenbaum, Chris Sander, Liangjia Zhu +5
The importance of studying properties of networks is manifest in diverse fields ranging from biology, engineering, physics, chemistry, neuroscience, and medicine. The functionality…
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…