activity
20162025
most cited2-Wasserstein Approximation via Restricted Convex Potentials with Application to Improved Training for GANs

21 citations · 34 across the 19 of their papers we have counts for

collaborators
Showing 2018Show all

2 papers · 1 filter

math.PR2018

An Approach to Duality in Nonlinear Filtering

Jin W. Kim, Amirhossein Taghvaei, Prashant G. Mehta +1

This paper revisits the question of duality between minimum variance estimation and optimal control first described for the linear Gaussian case in the celebrated paper of Kalman a…

math.OC2018

Derivation and Extensions of the Linear Feedback Particle Filter based on Duality Formalisms

Jin W. Kim, Amirhossein Taghvaei, Prashant G. Mehta

This paper is concerned with a duality-based approach to derive the linear feedback particle filter (FPF). The FPF is a controlled interacting particle system where the control law…