Improving Ensemble Filters with Flow Matching
stat.ML, cs.LG, math.DS, stat.ME
Submitted: 2026-09-23
Updated: 2026-09-23
Terminology
Sources
- Layer Normalization
- Learning Probabilistic Filters with Strictly Proper Scoring Rules
- Closed-form conditional diffusion models for data assimilation
- Gaussian Error Linear Units (GELUs)
- Flow Matching for Efficient and Scalable Data Assimilation
- IEnSF: Iterative Ensemble Score Filter for Reducing Error in Posterior Score Estimation in Nonlinear Data Assimilation
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