2 papers
math.ST2025
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…
cs.LG2023
Nonlinear Filtering with Brenier Optimal Transport Maps
Mohammad Al-Jarrah, Niyizhen Jin, Bamdad Hosseini +1
This paper is concerned with the problem of nonlinear filtering, i.e., computing the conditional distribution of the state of a stochastic dynamical system given a history of noisy…