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AECSF: Adaptive Ensemble Conditional Score Filtering for High-Dimensional Nonlinear Data Assimilation

Zhang, Yangwen et al.
arXiv (All) · Papers
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numerical-analysis
Bayesian state estimation for high-dimensional nonlinear dynamical systems entails a fundamental tension between statistical fidelity and computational tractability, as particle weights can collapse, while Gaussian ensemble updates can miss non-Gaussian posterior structure. Score-based diffusion fil
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