BIMSA > Seminar on Control Theory and Nonlinear Filtering Recent Developments in Deep Learning Filtering Algorithms
Recent Developments in Deep Learning Filtering Algorithms
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Friday, November 10, 2023 9:00 PM - 9:30 PM
Venue
Online
Abstract
In this talk, we will review two kinds of deep learning filtering algorithms proposed recently: the deep Kalman filer and deep learning based optimal transportation filter. For the deep Kalman filter, the authors address the issue in the deep learning mathematical foundation and give a convergence analysis for Gaussian signal processes. For the optimal transportation filter, the authors discuss its property in high-dimensional setting and show that the optimal transportation filter can be conducted by a neural network.