Ensemble transport smoothing. Part II: Nonlinear updates

Understand

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.

• Ramgraber et al.
• (2023) proposes a general framework for transport-based ensemble smoothing, which includes linear Kalman-type smoothers as special cases.
• Here, we build on this foundation to realize and demonstrate nonlinear backward ensemble transport smoothers.