pith:R4LW7JVF
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.
arxiv:2605.13174 v1 · 2026-05-13 · stat.ML · cs.LG · stat.CO
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Claims
The proposed approach accurately approximates non-Gaussian filtering posteriors and avoids particle collapse. We provide a convergence analysis for the expectation of the MMD between the approximated posterior and the truth posterior.
The block-triangular structure in the transport map based on couplings between state and observation variables allows reformulation as MMD minimization, and gradient flows yield an analytic transport map implying the steepest descent direction.
Coupling-informed transport maps approximate non-Gaussian posteriors in Bayesian filtering by minimizing MMD via gradient flows, with convergence analysis and high-dimensional localization.
References
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| First computed | 2026-05-18T03:08:56.498109Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
8f176fa6a540984be3c9ffed1c3593b963e08016792bae73c85b469901ce5b28
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/R4LW7JVFICMEXY6J77WRYNMTXF \
| jq -c '.canonical_record' \
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Canonical record JSON
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