2 papers
cs.LG2026
Learning Probabilistic Filters with Strictly Proper Scoring Rules
Eviatar Bach, Ricardo Baptista, Jochen Bröcker +2
Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system, given observations,…
stat.ML2025
Learning Enhanced Ensemble Filters
Eviatar Bach, Ricardo Baptista, Edoardo Calvello +2
The filtering distribution in hidden Markov models evolves according to the law of a mean-field model in state-observation space. The ensemble Kalman filter (EnKF) approximates thi…