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Bayesian filtering and smoothing for high-dimensional nonlinear dynamical systems are fundamental yet challenging problems in many areas of science and engineering. In this work, we propose FLUID, a flow-based unified amortized inference…

Machine Learning · Statistics 2026-04-27 Tiangang Cui , Xiaodong Feng , Chenlong Pei , Xiaoliang Wan , Tao Zhou

This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…

Statistics Theory · Mathematics 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu

We presented an efficient algorithm, fast adaptive flat-histogram ensemble (FAFE), to estimate the density of states (DOS) and to enhance sampling in large systems. FAFE calculates the means of an arbitrary extensive variable $U$ in…

Statistical Mechanics · Physics 2008-11-13 Xin Zhou , Yi Jiang

The reconstruction of the dynamics of an observed physical system as a surrogate model has been brought to the fore by recent advances in machine learning. To deal with partial and noisy observations in that endeavor, machine learning…

Machine Learning · Statistics 2020-10-06 Marc Bocquet , Alban Farchi , Quentin Malartic

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

Machine Learning · Computer Science 2024-07-23 Zhidi Lin , Yiyong Sun , Feng Yin , Alexandre Hoang Thiéry

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimation problems. Its ability to handle state dimensions in the…

Methodology · Statistics 2018-02-12 Michael Roth , Gustaf Hendeby , Carsten Fritsche , Fredrik Gustafsson

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

Discriminative correlation filters (DCF) with deep convolutional features have achieved favorable performance in recent tracking benchmarks. However, most of existing DCF trackers only consider appearance features of current frame, and…

Computer Vision and Pattern Recognition · Computer Science 2018-02-28 Zheng Zhu , Wei Wu , Wei Zou , Junjie Yan

We propose \emph{Euler Mean Flows (EMF)}, a flow-based generative framework for one-step and few-step generation that enforces long-range trajectory consistency with minimal sampling cost. The key idea of EMF is to replace the trajectory…

Machine Learning · Computer Science 2026-02-04 Zhiqi Li , Yuchen Sun , Duowen Chen , Jinjin He , Bo Zhu

The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…

Fluid Dynamics · Physics 2021-05-19 Mathieu Le Provost , Jeff D. Eldredge

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Numerical Analysis · Mathematics 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

Accurate weather and climate prediction relies on data assimilation (DA), which estimates the Earth system state by integrating observations with models. While exascale computing has significantly advanced earth simulation, scalable and…

Ensemble Kalman filter (EnKF) is an important data assimilation method for high dimensional geophysical systems. Efficient implementation of EnKF in practice often involves the localization technique, which updates each component using only…

Probability · Mathematics 2018-04-04 Xin T. Tong

The forecasting skill of numerical weather prediction (NWP) models critically depends on the accurate initial conditions, also known as analysis, provided by data assimilation (DA). Traditional DA methods often face a trade-off between…

Atmospheric and Oceanic Physics · Physics 2024-11-28 Yanfei Xiang , Weixin Jin , Haiyu Dong , Mingliang Bai , Zuliang Fang , Pengcheng Zhao , Hongyu Sun , Kit Thambiratnam , Qi Zhang , Xiaomeng Huang

Recent learning-based methods for event-based optical flow estimation utilize cost volumes for pixel matching but suffer from redundant computations and limited scalability to higher resolutions for flow refinement. In this work, we take…

Computer Vision and Pattern Recognition · Computer Science 2025-06-23 Daikun Liu , Lei Cheng , Teng Wang , changyin Sun

In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…

Computational Engineering, Finance, and Science · Computer Science 2024-06-05 Nikolaj T. Mücke , Sander M. Bohté , Cornelis W. Oosterlee

GAMMA_FLOW is an open-source Python package for real-time analysis of spectral data. It supports classification, denoising, decomposition, and outlier detection of both single- and multi-component spectra. Instead of relying on large,…

Machine Learning · Computer Science 2025-11-13 Viola Rädle , Tilman Hartwig , Benjamin Oesen , Emily Alice Kröger , Julius Vogt , Eike Gericke , Martin Baron

Estimation of unsteady flow fields around flight vehicles may improve flow interactions and lead to enhanced vehicle performance. Although flow-field representations can be very high-dimensional, their dynamics can have low-order…

Fluid Dynamics · Physics 2023-03-23 John Graff , Albert Medina , Francis Lagor

Filtering is concerned with online estimation of the state of a dynamical system from partial and noisy observations. In applications where the state of the system is high dimensional, ensemble Kalman filters are often the method of choice.…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Omar Al Ghattas , Jiajun Bao , Daniel Sanz-Alonso

Conditional Flow Matching (CFM), a simulation-free method for training continuous normalizing flows, provides an efficient alternative to diffusion models for key tasks like image and video generation. The performance of CFM in solving…

Machine Learning · Computer Science 2026-03-17 Aram Davtyan , Leello Tadesse Dadi , Volkan Cevher , Paolo Favaro