Distributed Nonlinear Filtering using Triangular Transport Maps

Grange, Daniel, Baptista, Ricardo, Taghvaei, Amirhossein, Tannenbaum, Allen, Phillips, Sean

arXiv.org Artificial Intelligence 

One attractive instance of measure transport for Bayesian Multi-agent systems are commonplace in today's technological inference is through the approximation of the Knothe-landscape, and many problems that were once cast in Rosenblatt (KR) rearrangement [13], [14]. This transformation a centralized setting, have been recast in a distributed manner can be easily approximated given only samples of [1]. With the introduction of multiple agents, various considerations a distribution and has been applied for various higherdimensional must be made due to information flow, changes and nonlinear filtering problems [15], [16].

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