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ENTITY Coupling-Informed Transport Maps for Bayesian Filtering in Nonlinear Dynamical Systems

Coupling-Informed Transport Maps for Bayesian Filtering in Nonlinear Dynamical Systems

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  1. RESEARCH · CL_30610 ·

    New transport filtering method improves nonlinear, non-Gaussian approximations

    Researchers have developed a new likelihood-free transport filtering method that leverages couplings between state and observation variables. This approach reformulates the filtering analysis step as a minimization of t…