140 citations · 658 across the 113 of their papers we have counts for
9 papers · 1 filter
Data-Driven Approximation of the Perron-Frobenius Operator Using the Wasserstein Metric
Amirhossein Karimi, Tryphon T. Georgiou
This manuscript introduces a regression-type formulation for approximating the Perron-Frobenius Operator by relying on distributional snapshots of data. These snapshots may represe…
Optimality vs Stability Trade-off in Ensemble Kalman Filters
Amirhossein Taghvaei, Prashant G. Mehta, Tryphon T. Georgiou
This paper is concerned with optimality and stability analysis of a family of ensemble Kalman filter (EnKF) algorithms. EnKF is commonly used as an alternative to the Kalman filter…
On a Fejer-Riesz factorization of generalized trigonometric polynomials
Tryphon T. Georgiou, Anders Lindquist
Function theory on the unit disc proved key to a range of problems in statistics, probability theory, signal processing literature, and applications, and in this, a special place i…
Lasso formulation of the shortest path problem
Anqi Dong, Amirhossein Taghvaei, Tryphon T. Georgiou
The shortest path problem is formulated as an -regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shorte…
Stochastic control liaisons: Richard Sinkhorn meets Gaspard Monge on a Schroedinger bridge
Yongxin Chen, Tryphon T. Georgiou, Michele Pavon
In 1931/32, Schroedinger studied a hot gas Gedankenexperiment, an instance of large deviations of the empirical distribution and an early example of the so-called maximum entropy i…
Rotated spectral principal component analysis (rsPCA) for identifying dynamical modes of variability in climate systems
Clément Guilloteau, Antonios Mamalakis, Lawrence Vulis +2
Spectral PCA (sPCA), in contrast to classical PCA, offers the advantage of identifying organized spatio-temporal patterns within specific frequency bands and extracting dynamical m…