2 citations · 4 across the 2 of their papers we have counts for
5 papers · 1 filter
Data-Driven Approximation of Stationary Nonlinear Filters with Optimal Transport Maps
Mohammad Al-Jarrah, Bamdad Hosseini, Amirhossein Taghvaei
The nonlinear filtering problem is concerned with finding the conditional probability distribution (posterior) of the state of a stochastic dynamical system, given a history of par…
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…
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…
Feedback Particle Filter on Matrix Lie Groups
Chi Zhang, Amirhossein Taghvaei, Prashant G. Mehta
This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a connected matrix Lie group. The main contribution of this paper is to…
A Controlled Particle Filter for Global Optimization
Chi Zhang, Amirhossein Taghvaei, Prashant G. Mehta
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspec…