21 citations · 38 across the 30 of their papers we have counts for
7 papers · 1 filter
Computational Optimal Transport and Filtering on Riemannian manifolds
Daniel Grange, Mohammad Al-Jarrah, Ricardo Baptista +4
In this paper we extend recent developments in computational optimal transport to the setting of Riemannian manifolds. In particular, we show how to learn optimal transport maps fr…
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…
Data-driven Optimal Filtering for Linear Systems with Unknown Noise Covariances
Shahriar Talebi, Amirhossein Taghvaei, Mehran Mesbahi
This paper examines learning the optimal filtering policy, known as the Kalman gain, for a linear system with unknown noise covariance matrices using noisy output data. The learnin…
Optimal Transport Particle Filters
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
This paper is concerned with the theoretical and computational development of a new class of nonlinear filtering algorithms called the optimal transport particle filters (OTPF). Th…
A matching principle for power transfer in Stochastic Thermodynamics
Olga Movilla Miangolarra, Amirhossein Taghvaei, Tryphon T. Georgiou
Gradients in temperature and particle concentration fuel many processes in the physical and biological world. In the present work we study a thermodynamic engine powered by anisotr…
Minimal entropy production in the presence of anisotropic fluctuations
Olga Movilla Miangolarra, Amirhossein Taghvaei, Tryphon T. Georgiou
Anisotropy in temperature, chemical potential, or ion concentration, provides the fuel that feeds dynamical processes that sustain life. At the same time, anisotropy is a root caus…