Tag: prequential

Prequential posteriors arXiv:2511.17721v1 Announce Type: new Abstract: Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas, but assimilating data into such models is challenging due to their intractable…