Amirhossein Taghvaei

Optimal transport mapping via input convex neural networks

2019 · arXiv (Cornell University)

In this paper, we present a novel and principled approach to learn the optimal transport between two distributions, from samples. Guided by the optimal transport theory, we learn the optimal Kantorovich potential which induces the …

Feedback Particle Filter on Matrix Lie Groups

2015 · arXiv (Cornell University)

This paper is concerned with the problem of continuous-time nonlinear filtering for stochastic processes on a compact and connected matrix Lie group without boundary, e.g. SO(n) and SE(n), in the presence of real-valued observations. This …

An Optimal Transport Formulation of Bayes’ Law for Nonlinear Filtering Algorithms

2022 · 2022 IEEE 61st Conference on Decision and Control (CDC)

This paper presents a variational representation of the Bayes’ law using optimal transportation theory. The variational representation is in terms of the optimal transportation between the joint distribution of the (state, observation) and their independent …