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).