Related papers: The Ensemble Schr{\"o}dinger Bridge filter for Non…
Essential features of the Multigrid Ensemble Kalman Filter (G. Moldovan, G. Lehnasch, L. Cordier, M. Meldi, A multigrid/ensemble Kalman filter strategy for assimilation of unsteady flows, Journal of Computational Physics 443-110481)…
For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…
The dynamic Schr\"odinger bridge problem provides an appealing setting for solving constrained time-series data generation tasks posed as optimal transport problems. It consists of learning non-linear diffusion processes using efficient…
The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certain transportation cost. This problem, which represents a generalisation of optimal transport…
Real-time nonlinear Bayesian filtering algorithms are overwhelmed by data volume, velocity and increasing complexity of computational models. In this paper, we propose a novel ensemble based nonlinear Bayesian filtering approach which only…
This study employs a neural network that represents the solution to a Schr\"odinger bridge problem to perform super-resolution of 2-m temperature in an urban area. Schr\"odinger bridges generally describe transformations between two data…
Homotopy approaches to Bayesian inference have found widespread use especially if the Kullback-Leibler divergence between the prior and the posterior distribution is large. Here we extend one of these homotopy approach to include an…
This study presents a novel approach to applying data assimilation techniques for particle-based simulations using the Ensemble Kalman Filter. While data assimilation methods have been effectively applied to Eulerian simulations, their…
Nonlinear Bayesian update for a prior ensemble is proposed to extend traditional ensemble Kalman filtering to settings characterized by non-Gaussian priors and nonlinear measurement operators. In this framework, the observed component is…
We introduce a non-overlapping variant of the Schwarz waveform relaxation algorithm for semilinear wave propagation in one dimension. Using the theory of absorbing boundary conditions, we derive a new nonlinear algorithm. We show that the…
Flow matching and diffusion bridge models have emerged as leading paradigms in generative speech enhancement, modeling stochastic processes between paired noisy and clean speech signals based on principles such as flow matching, score…
The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…
The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have proved to be indispensable tools in science and engineering…
Computational methods for learning to sample from the Boltzmann distribution -- where the target distribution is known only up to an unnormalized energy function -- have advanced significantly recently. Due to the lack of explicit target…
Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…
Mass transport problems arise in many areas of machine learning whereby one wants to compute a map transporting one distribution to another. Generative modeling techniques like Generative Adversarial Networks (GANs) and Denoising Diffusion…
Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…
This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…
The understanding of nonlinear, high dimensional flows, e.g, atmospheric and ocean flows, is critical to address the impacts of global climate change. Data Assimilation techniques combine physical models and observational data, often in a…
Deep generative models have recently been employed for speech enhancement to generate perceptually valid clean speech on large-scale datasets. Several diffusion models have been proposed, and more recently, a tractable Schr\"odinger Bridge…