Covariance-Informed Ensemble Score Filtering: Embedding Localized Covariance Geometry into Score-Based Transport
arXiv:2610.32148v1 Announce Type: cross Abstract: Background-error covariance models are central to atmospheric data assimilation because they spread partial observational information across space, variables, and dynamically coupled scales. Ensemble and variational methods exploit this covariance g…
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- 2026-10-26 04:00 · arXiv stat.ML
Covariance-Informed Ensemble Score Filtering: Embedding Localized Covariance Geometry into Score-Based Transport