Ensemble-Conditional Gaussian Processes (Ens-CGP): Representation, Geometry, and Inference
集成条件高斯过程:表示、几何与推断
We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian processes under conditioning and, in linear-Gaussian settings, define the full posterior distribution for a Gaussian prior and linear observations. Classical Kalman filtering is a recursive algorithm that computes this same conditional law under…