{"paper":{"title":"Deterministic Mean-field Ensemble Kalman Filtering","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.NA","math.OC","physics.comp-ph","physics.data-an"],"primary_cat":"math.PR","authors_text":"Hamidou Tembine, Kody J.H. Law, Raul Tempone","submitted_at":"2014-09-02T08:25:36Z","abstract_excerpt":"The proof of convergence of the standard ensemble Kalman filter (EnKF) from Legland etal. (2011) is extended to non-Gaussian state space models. A density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence $\\kappa$ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF when the dimension $d<2\\kappa$. The fidelity of approximation of the true distribution is also established using an extens"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1409.0628","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}