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Related papers: Score-based Data Assimilation

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We propose an efficient framework for amortized conditional inference by leveraging exact conditional score-guided diffusion models to train a non-reversible neural network as a conditional generative model. Traditional normalizing flow…

Computational Engineering, Finance, and Science · Computer Science 2025-06-24 Zezhong Zhang , Caroline Tatsuoka , Dongbin Xiu , Guannan Zhang

Data-driven prediction and physics-agnostic machine-learning methods have attracted increased interest in recent years achieving forecast horizons going well beyond those to be expected for chaotic dynamical systems. In a separate strand of…

Data Analysis, Statistics and Probability · Physics 2021-05-19 Georg A. Gottwald , Sebastian Reich

Given data sampled from a number of variables, one is often interested in the underlying causal relationships in the form of a directed acyclic graph. In the general case, without interventions on some of the variables it is only possible…

Machine Learning · Statistics 2017-12-05 Christopher Nowzohour , Peter Bühlmann

Data assimilation is uniquely challenging in weather forecasting due to the high dimensionality of the employed models and the nonlinearity of the governing equations. Although current operational schemes are used successfully, our…

Atmospheric and Oceanic Physics · Physics 2018-05-09 Lea Oljača , Jochen Bröcker , Tobias Kuna

Generative diffusion models have emerged as a powerful class of models in machine learning, yet a unified theoretical understanding of their operation is still developing. This paper provides an integrated perspective on generative…

Machine Learning · Statistics 2026-03-27 Dejan Stancevic , Luca Ambrogioni

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…

Computation · Statistics 2015-09-18 Carlo Albert

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

We consider an evolving system for which a sequence of observations is being made, with each observation revealing additional information about current and past states of the system. We suppose each observation is made without error, but…

Computation · Statistics 2021-03-10 Valentina Di Marco , Jonathan Keith

Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of spatial fixation position and…

Neurons and Cognition · Quantitative Biology 2019-10-23 Stefan A. Seelig , Maximilian M. Rabe , Noa Malem-Shinitski , Sarah Risse , Sebastian Reich , Ralf Engbert

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

Conditional diffusion models provide a natural framework for probabilistic prediction of dynamical systems and have been successfully applied to fluid dynamics and weather prediction. However, in many settings, the available information at…

Modeling the interaction between traffic agents is a key issue in designing safe and non-conservative maneuvers in autonomous driving. This problem can be challenging when multi-modality and behavioral uncertainties are engaged. Existing…

Robotics · Computer Science 2024-09-24 Zhenmin Huang , Tong Li , Shaojie Shen , Jun Ma

Building artificially intelligent geospatial systems requires rapid delivery of spatial data analysis on massive scales with minimal human intervention. Depending upon their intended use, data analysis can also involve model assessment and…

Methodology · Statistics 2026-05-15 Luca Presicce , Sudipto Banerjee

This paper demonstrates how to recover causal graphs from the score of the data distribution in non-linear additive (Gaussian) noise models. Using score matching algorithms as a building block, we show how to design a new generation of…

Uncertainty associated with statistical problems arises due to what has not been seen as opposed to what has been seen. Using probability to quantify the uncertainty the task is to construct a probability model for what has not been seen…

Methodology · Statistics 2025-01-06 Fuheng Cui , Stephen G. Walker

We study the problem of modeling spatiotemporal trajectories over long time horizons using expert demonstrations. For instance, in sports, agents often choose action sequences with long-term goals in mind, such as achieving a certain…

Machine Learning · Computer Science 2017-06-23 Stephan Zheng , Yisong Yue , Patrick Lucey

Scenario-based testing of automated driving functions has become a promising method to reduce time and cost compared to real-world testing. In scenario-based testing automated functions are evaluated in a set of pre-defined scenarios. These…

Computer Vision and Pattern Recognition · Computer Science 2024-04-03 Christoph Glasmacher , Michael Schuldes , Sleiman El Masri , Lutz Eckstein

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

We consider joint trajectory generation and tracking control for under-actuated robotic systems. A common solution is to use a layered control architecture, where the top layer uses a simplified model of system dynamics for trajectory…

Robotics · Computer Science 2023-07-27 Anusha Srikanthan , Fengjun Yang , Igor Spasojevic , Dinesh Thakur , Vijay Kumar , Nikolai Matni