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Seminar on Control Theory and Nonlinear Filtering
Seminar on Control Theory and Nonlinear Filtering
The stability and the convergence results in Yau-Yau methods
The stability and the convergence results in Yau-Yau methods
Organizer
Stephen S-T. Yau
Speaker
Jiayi Kang
Time
Friday, September 9, 2022 3:00 PM - 4:00 PM
Venue
Online
Online
Tencent 735 7908 4302
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Abstract
In this report, I will introduce the semi-group formulation of the SPDE. And I shall give a stability analysis for filtering algorithm based on spectral methods from two aspects.
1. Asymptotic analysis of the relationship between the number of spectra and errors in spectral methods.
2. Analysis of the stability of spectral algorithm by time discretization.
Speaker Intro
Jiayi Kang received his Ph.D. in Mathematics from Tsinghua University in 2024. He joined the Beijing Institute of Mathematical Sciences and Applications (BIMSA) as an Assistant Researcher in July 2024, and became an Assistant Professor at the Hetao Institute for Mathematical and Interdisciplinary Sciences (HIMIS) in November 2025.
His research focuses on the intersection of deep learning, nonlinear filtering, and computational biology. His main research interests include: neural network-based filtering algorithms and their mathematical foundations, sampling methods in Wasserstein geometry, nonlinear filtering theory (including the Yau-Yau method) and its applications in climate science and other fields, as well as computational genomics and evolutionary system modeling. He is committed to solving complex problems in science and engineering using mathematical and machine learning methods.