3 papers
cs.LG2025
What can we learn from signals and systems in a transformer? Insights for probabilistic modeling and inference architecture
Heng-Sheng Chang, Prashant G. Mehta
In the 1940s, Wiener introduced a linear predictor, where the future prediction is computed by linearly combining the past data. A transformer generalizes this idea: it is a nonlin…
eess.SY2025
Error Analysis of Sampling Algorithms for Approximating Stochastic Optimal Control
Anant A. Joshi, Amirhossein Taghvaei, Prashant G. Mehta
This paper is concerned with the error analysis of two types of sampling algorithms, namely model predictive path integral (MPPI) and an interacting particle system (\IPS) algorith…
eess.SY2024
How to implement the Bayes' formula in the age of ML?
Amirhossein Taghvaei, Prashant G. Mehta
This chapter contains a self-contained introduction to the significance of Bayes' formula in the context of nonlinear filtering problems. Both discrete-time and continuous-time set…