The EnKU is the unique exact affine conditioning map for all but a small symmetric class inside the set E^EnKU, which is essentially the largest possible set admitting such maps.
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An ensemble transport filter is constructed by optimizing a maximum mean discrepancy objective with variance penalty to transport prior particles to posterior particles, extending particle filtering to high dimensions.
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Exact affine conditioning beyond Gaussians: a unique characterization of the ensemble Kalman update
The EnKU is the unique exact affine conditioning map for all but a small symmetric class inside the set E^EnKU, which is essentially the largest possible set admitting such maps.
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Ensemble Transport Filter via Optimized Maximum Mean Discrepancy
An ensemble transport filter is constructed by optimizing a maximum mean discrepancy objective with variance penalty to transport prior particles to posterior particles, extending particle filtering to high dimensions.