Coupling-informed transport maps approximate non-Gaussian posteriors in Bayesian filtering by minimizing MMD via gradient flows, with convergence analysis and high-dimensional localization.
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Coupling-Informed Transport Maps for Bayesian Filtering in Nonlinear Dynamical Systems
Coupling-informed transport maps approximate non-Gaussian posteriors in Bayesian filtering by minimizing MMD via gradient flows, with convergence analysis and high-dimensional localization.