AI RESEARCH
Learning Discriminators for Resampling in the Ensemble Gaussian Mixture Filter through a Normalizing Flow Approach
arXiv CS.LG
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ArXi:2605.01089v1 Announce Type: new The ensemble Gaussian mixture filter (EnGMF) is a powerful, convergent particle filter capable of medium-to-high dimensional non-linear filtering. The EnGMF relies on a resampling step that can generate physically unrealistic posterior samples, that would subsequently produce physically meaningless forecasts. This work