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Improving Ensemble Filters with Flow Matching

arXiv:2609.28015v1 Announce Type: new Abstract: Data assimilation estimates a dynamical state from partial and noisy observations. Classical ensemble filters are efficient but restrict analysis updates through finite sample covariance and affine Gaussian distribution. We introduce the Flow Ensemble…

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  1. 2026-09-24 04:00 · arXiv stat.ML
    Improving Ensemble Filters with Flow Matching

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