PSEF trains a permutation-invariant transformer analysis map on synthetic state-observation pairs using strictly proper scoring rules to approximate the true Bayesian filter, with a proof under realizability.
Peter L Houtekamer and Fuqing Zhang
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Learning Probabilistic Filters with Strictly Proper Scoring Rules
PSEF trains a permutation-invariant transformer analysis map on synthetic state-observation pairs using strictly proper scoring rules to approximate the true Bayesian filter, with a proof under realizability.