The Ensemble Schrödinger Bridge filter adds a diffusion-based analysis step to ensemble prediction, enabling effective nonlinear data assimilation without structural model error or training.
Deep unsupervised learning using nonequilibrium thermodynamics.In International Conference on Machine Learning, pages 2256–2265, 2015 22
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The Ensemble Schr{\"o}dinger Bridge filter for Nonlinear Data Assimilation
The Ensemble Schrödinger Bridge filter adds a diffusion-based analysis step to ensemble prediction, enabling effective nonlinear data assimilation without structural model error or training.