A diffusion score matching based Kalman filter is developed for robust ensemble filtering under observation noise misspecification, with theoretical guarantees and ensemble implementations tested on Lorenz systems.
Robust and Conjugate
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.
citing papers explorer
-
Robust ensemble Kalman filtering under observation noise misspecification via diffusion score matching
A diffusion score matching based Kalman filter is developed for robust ensemble filtering under observation noise misspecification, with theoretical guarantees and ensemble implementations tested on Lorenz systems.
-
Concentration and Calibration in Predictive Bayesian Inference
Predictive Bayesian inference posteriors concentrate onto a forward-model-dependent quantity and produce miscalibrated credible sets unless the predictive model contains the true data-generating process.