Optimal transport particle filters
Organizer
Speaker
Time
Monday, April 24, 2023 3:30 PM - 4:00 PM
Venue
Online
Abstract
In this talk, a paper about optimal transport particle filter will be reported. In relevant research, OT filter is derived by applying variational framework. This is another consideration that can avoid to solve the Poisson equation. Some approximation technique of optimization will be introduced.
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.