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I am an Assistant Professor at the Department of Mechanical & System Design Engineering, in the Hongik University, Seoul. Before coming to Seoul, I was a postdoctoral researcher at the University of Potsdam in the Collaborative Research Center SFB1294 - Data Assimilation. I received my Ph.D. degree in Mechanical Science and Engineering and M.S. degree in Mathematics from the University of Illinois at Urbana-Champaign under the supervision of prof. Prashant G. Mehta.
My interest is in probabilistic inference and control for stochastic systems. I have been working on theory of nonlinear filtering by considering its dual optimal control problem. My recent focus has been on the stability of nonlinear filtering SPDE against the initial prior.
Publications and preprints
Publications and preprints
J. W. Kim, A. A. Joshi and P. G. Mehta, “Backward Map for Filter Stability Analysis,” arXiv:2405.01127, 2024. (To appear in CDC 2024)
J. W. Kim and P. G. Mehta, "Variance Decay Property for Filter Stability," IEEE Transactions on Automatic Control, Early access (online) doi:10.1109/TAC.2024.3413573, 2024.
J. W. Kim and P. G. Mehta, "Duality for Nonlinear Filtering II: Optimal Control," IEEE Transactions on Automatic Control, vol. 69, no. 2, pp. 712-725, 2024.
J. W. Kim and P. G. Mehta, "Duality for Nonlinear Filtering I: Observability," IEEE Transactions on Automatic Control, vol. 69, no. 2, pp. 699-711, 2024.
J. W. Kim and S. Reich, "On forward-backward SDE approaches to continuous-time minimum variance estimation," arXiv:2304.12727, 2023.
J. W. Kim, A. Taghvaei, Y. Chen and P. G. Mehta, "Feedback particle filter for collective inference," Foundations of Data Science, vol. 3, no. 3, pp. 543-561, 2021.
J. W. Kim and P. G. Mehta, "An optimal control derivation of nonlinear smoothing equations," In Proceedings of the Workshop on Dynamics, Optimization and Computation held in honor of the 60th birthday of Michael Dellnitz, pp. 295-311, 2020.
S. Y. Olmez, S. Aggarwal, J. W. Kim, E. Miehling, T. Basar, M. West and P. G. Mehta, "How does a Rational Agent Act in an Epidemic?," In 2022 IEEE 61st Conference on Decision and Control (CDC), pp. 5536-5543, Dec. 2022.
S. Y. Olmez, S. Aggarwal, J. W. Kim, E. Miehling, T. Basar, M. West and P. G. Mehta, "Modeling Presymptomatic Spread in Epidemics via Mean-Field Games," In 2022 American Control Conference (ACC), pp. 3648-3655, Jun. 2022.
J. W. Kim, P. G. Mehta, and S. Meyn, "The conditional Poincare inequality for filter stability," In 2021 IEEE 60th Conference on Decision and Control (CDC), pp. 1629-1636, Dec. 2021.
J. W. Kim and P. G. Mehta, "A dual characterization of the stability of the Wonham filter," In 2021 IEEE 60th Conference on Decision and Control (CDC), pp. 1621-1628, Dec. 2021.
J. W. Kim and P. G. Mehta, "A dynamic programming formulation for the nonlinear filter," In 2021 Indian Control Conference (ICC-7), Bombay, India, Dec. 2021.
J. W. Kim and P. G. Mehta, "A dual characterization of observability for stochastic systems," In 24th International Symposium on Mathematical Theory of Networks and Systems (MTNS), IFAC-PapersOnLine, 54(9), pp. 659-664, Cambridge, UK, 2021.
J. W. Kim, P. G. Mehta, and S. Meyn, "What is the Lagrangian for nonlinear filtering?" In 2019 IEEE 58th Conference on Decision and Control (CDC), pp. 1607-1614, Nice, France, Dec. 2019.
J. W. Kim, A. Taghvaei, P. G. Mehta and S. Meyn, "An approach to duality in nonlinear filtering," In 2019 American Control Conference (ACC), pp. 5360-5365, Philadelphia, PA, 2019.
J. W. Kim, A. Taghvaei and P. G. Mehta, "Derivation and extensions of the linear feedback particle filter based on duality formalisms," In 2018 IEEE 57th Conference on Decision and Control (CDC), pp. 7188-7193, Miami, FL, Dec. 2018.
A. Taghvaei, J. W. Kim and P. G. Mehta, "How regularization affects the critical points in linear networks," In Advances in Neural Information Processing Systems (NeurIPS), pp. 2502-2512, Long Beach, CA, Dec. 2017.
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