AECSF: Adaptive Ensemble Conditional Score Filtering for High-Dimensional Nonlinear Data Assimilation
A training-free adaptive ensemble conditional score filter is proposed, which recasts noisy posterior score estimation as estimating the conditional mean of the system state given a noisy reverse particle and the observation, and establishes a bound relating conditional-mean estimation errors to reverse-sampling endpoi...
Yang-Wen Zhang, Shi-Wei Ni, Xiao-Ping Zhang et al.
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