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Seminar on Control Theory and Nonlinear Filtering
Deterministic and stochastic tangent flow based on optimal transport variational framework
Deterministic and stochastic tangent flow based on optimal transport variational framework
Organizer
Speaker
Time
Tuesday, September 13, 2022 3:30 PM - 4:00 PM
Venue
Online
Online
Tencent 735 7908 4302
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Abstract
In this talk, we will propose numerical algorithms about OTNPF(Optimal transport Noisy particle filter). We will show numerical experiments on linear and Yau filtering systems respectively.
Speaker Intro
Xiaopei Jiao received his bachelor's degree from the Zhiyuan College of Shanghai Jiao Tong University and his Ph.D. from the Department of Mathematical Sciences at Tsinghua University. He subsequently worked as a postdoctoral researcher at the Beijing Institute of Mathematical Sciences and Applications (BIMSA) and at the University of Twente in the Netherlands. His current research interests include finite-dimensional filtering theory, Yau-Yau filtering methods, physics-informed neural networks, and bioinformatics. His research focuses primarily on: (1) using geometric tools such as Lie algebras for solving partial differential equations and classifying nonlinear systems; (2) designing novel numerical algorithms based on physics-informed neural networks.