An adaptive split-combine Gaussian mixture filter for nonlinear and multimodal state estimation
San Kim, Won Chang, Daniel B. Forger, Dae Wook Kim
math.NA, cs.NA, stat.ML
Submitted: 2026-08-10
Updated: 2026-08-11
Comments: 60 pages, 13 figures
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- A Bayesian Filtering Algorithm for Gaussian Mixture Models
- SDE Matching: Scalable and Simulation-Free Training of Latent Stochastic Differential Equations
- Rethinking Forward Processes for Score-Based Nonlinear Data Assimilation in High Dimensions
- Score-Based Generative Modeling through Stochastic Differential Equations
- Flow Matching for Generative Modeling
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