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Session I.6 - Mathematical Foundations of Data Assimilation and Inverse Problems

Tuesday, June 13, 15:30 ~ 16:00

Optimal Transport Particle Filters

Bamdad Hosseini

University of Washington, USA   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

Filtering of high dimensional and nonlinear models, with highly non-Gaussian states, is a challenging problem where traditional filtering algorithms such as EnKF fail. In this talk, I will discuss some new ideas and approaches to this problem using optimal transport theory and triangular maps leading to interesting theoretical observations and a path towards scalable algorithms.

Joint work with Amirhossein Taghvaei (University of Washington, USA) and Mohammad Al-Jarrah (University of Washington, USA).

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