Score Kalman Filter performs nonlinear moment-based filtering by reducing density fitting to a linear solve from moments via score matching and closing hierarchies with Stein's identity, avoiding partition function integrals entirely.
Score matching based assumed density filtering with the von Mises-Fisher distribution
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The Score Kalman Filter
Score Kalman Filter performs nonlinear moment-based filtering by reducing density fitting to a linear solve from moments via score matching and closing hierarchies with Stein's identity, avoiding partition function integrals entirely.