2025/10/22 by Mohammad Al-Jarrah, Al-Jarrah, Mohammad, Bamdad Hosseini +7
Computer Science · Earth and Planetary Sciences · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Meteorological Phenomena and Simulations #Model Reduction and Neural Networks #Optimization and Control (math.OC) #Statistics Theory (math.ST) #Target Tracking and Data Fusion in Sensor Networks
paper · pdf · doi:10.48550/arxiv.2510.19283
openalex publication_date 2025/10/22 · openalex created_date 2025/10/24 · openalex updated_date 2026/07/28
We present a systematic analysis of estimation errors for a class of optimal transport based algorithms for filtering and data assimilation. Along the way, we extend previous error analyses of Brenier maps to the case of conditional Brenier maps that arise in the context of simulation based inference. We then apply these results in a filtering scenario to analyze the optimal transport filtering algorithm of Al-Jarrah et al. (2024, ICML). An extension of that algorithm along with numerical benchmarks on various non-Gaussian and high-dimensional examples are provided to demonstrate its effectiveness and practical potential.