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Add EnKF Localization - #343

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dw-localization
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Add EnKF Localization#343
DanWaxman wants to merge 1 commit into
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dw-localization

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@DanWaxman

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This PR adds EnKF localization to dynestyx, following its recent addition to cuthbert. It implements a reasonable API that I iterated on a bit, and shows off that localization works + autodiff works for localization hyperparameter selection in tutorial notebooks.

Currently, this is rather LLM-assisted, though I iterated on the API a bit and the code looks reasonable. Before this becomes reviewable, it will need (i) cuthbert to cut a release and (ii) a rather thorough human pass.

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