A Continuous-Time Ensemble Kalman-Bucy Smoother for Causal Inference and Model Discovery
math.NA, cs.NA, cs.SY, eess.SY, physics.ao-ph, stat.ME, stat.ML
Submitted: 2026-04-28
Updated: 2026-09-16
Comments: 34 pages, 11 figures. Corresponding author: Nan Chen (chennan@math.wisc.edu)
License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
Terminology
Sources
- Bridging Prediction and Attribution: Identifying Forward and Backward Causal Influence Ranges Using Assimilative Causal Inference
- An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems
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