cs.NA, math.NA, math.OC, stat.ML

Nonlinear Assimilation via Score-based Sequential Langevin Sampling

arXiv:2411.13443v4 Announce Type: replace-cross
Abstract: This paper introduces score-based sequential Langevin sampling (SSLS), a novel approach to nonlinear data assimilation within a recursive Bayesian filtering framework. The proposed method decom…