In linear detectable settings with nondegenerate noise, the MFEnKF contracts to the Gaussian subspace at explicit rates and its uniformly continuous moments coincide almost surely with the optimal filter in large time.
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2 Pith papers cite this work. Polarity classification is still indexing.
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Establishes a unified temporal-spatial minimax lower bound of order M to the power of minus gamma_d times (k+1) over (k+1 plus gamma_d) for W2-risk of future distribution estimates under k-th order adiabatic smoothness on the velocity field.
citing papers explorer
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Large-time behavior and accuracy of the Mean-Field Ensemble Kalman Filter in the Linear Detectable Setting
In linear detectable settings with nondegenerate noise, the MFEnKF contracts to the Gaussian subspace at explicit rates and its uniformly continuous moments coincide almost surely with the optimal filter in large time.