1 code implementation • 31 Oct 2022 • Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin, Youssef Marzouk
Smoothing is a specialized form of Bayesian inference for state-space models that characterizes the posterior distribution of a collection of states given an associated sequence of observations.
1 code implementation • 31 Oct 2022 • Maximilian Ramgraber, Ricardo Baptista, Dennis McLaughlin, Youssef Marzouk
A companion paper (Ramgraber et al., 2023) explores the implementation of nonlinear ensemble transport smoothers in greater depth.