arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.
arXiv:2607. 01012v1 Announce Type: new Abstract: Data assimilation models state dynamics conditioned on sequential observations, and has wide-ranging scientific applications.
arXiv:2508. 13313v4 Announce Type: replace-cross Abstract: Data assimilation (DA) estimates a dynamical system's state from noisy observations.
arXiv:2607. 20521v1 Announce Type: new Abstract: The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior.
arXiv:2606. 01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings.
arXiv:2607. 12975v1 Announce Type: cross Abstract: Data assimilation estimates the state of a dynamical system from model forecasts and incoming observations.
arXiv:2607. 12095v1 Announce Type: cross Abstract: Sensor-rich data-driven applications increasingly use Bayesian approaches to infer latent states of dynamic systems from noisy sensor measurements and physical models.
arXiv:2510. 25693v3 Announce Type: replace-cross Abstract: State-space models (SSMs) are a widely used tool in time series analysis.
Data assimilation estimates the state of a dynamical system from model forecasts and incoming observations. Many observation mechanisms, however, are many-to-one, implicit, non-smooth, or accessible only through simulation, and need not provide the residual structures or likelihood guidance required by existing ensemble filters.
arXiv:2606. 02767v1 Announce Type: cross Abstract: Kalman filtering performance is highly sensitive to model mismatch and noise covariance tuning.
arXiv:2606. 14195v1 Announce Type: new Abstract: Kalman filters based on the Embedded Latent Transfer Operators (ELTO) emerge as novel statistical tools for sequential state estimation.
arXiv:2606. 26497v1 Announce Type: new Abstract: Bayesian filtering of partially and noisily observed dynamical systems seeks to infer the evolving conditional distribution of the state of a dynamical system, given observations, in an online fashion.
arXiv:2606. 12691v1 Announce Type: cross Abstract: Auto-regressive models have emerged as powerful tools for sequential data, from language to video.