An ensemble filter can encode Markov structure from SPDE discretisations as a sparse precision matrix and update in the canonical parametrisation, avoiding distance-based localisation in the tested examples.
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An Ensemble Information Filter: Retrieving Markov-information from the SPDE discretisation
An ensemble filter can encode Markov structure from SPDE discretisations as a sparse precision matrix and update in the canonical parametrisation, avoiding distance-based localisation in the tested examples.