Coupling-Informed Transport Maps for Bayesian Filtering in Nonlinear Dynamical Systems

ArXi:2605.13174v1 Announce Type: cross A likelihood-free transport filtering method is proposed based on the couplings between state and observation variables. By exploiting a block-triangular structure in the transport map, the analysis step of filtering is reformulated as the minimization of the maximum mean discrepancy (MMD) between the true joint measure and its transport-based approximation. To circumvent the non-convexity in the MMD optimization, we