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Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…

We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.g., particle filters, is the low stability. To overcome this…

Optimization and Control · Mathematics 2023-06-16 Feng Bao , Zezhong Zhang , Guannan Zhang

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…

Machine Learning · Computer Science 2021-10-01 Chin-Wei Huang , Jae Hyun Lim , Aaron Courville

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Conditional diffusion models serve as the foundation of modern image synthesis and find extensive application in fields like computational biology and reinforcement learning. In these applications, conditional diffusion models incorporate…

Machine Learning · Computer Science 2024-03-19 Hengyu Fu , Zhuoran Yang , Mengdi Wang , Minshuo Chen

Score-based diffusion models synthesize samples by reversing a stochastic process that diffuses data to noise, and are trained by minimizing a weighted combination of score matching losses. The log-likelihood of score-based diffusion models…

Machine Learning · Statistics 2021-10-22 Yang Song , Conor Durkan , Iain Murray , Stefano Ermon

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

Score diffusion methods can learn probability densities from samples. The score of the noise-corrupted density is estimated using a deep neural network, which is then used to iteratively transport a Gaussian white noise density to a target…

Computer Vision and Pattern Recognition · Computer Science 2024-10-16 Zahra Kadkhodaie , Stéphane Mallat , Eero P. Simoncelli

Diffusion models have shown impressive performance for image generation, often times outperforming other generative models. Since their introduction, researchers have extended the powerful noise-to-image denoising pipeline to discriminative…

Image and Video Processing · Electrical Eng. & Systems 2023-12-21 Fahim Ahmed Zaman , Mathews Jacob , Amanda Chang , Kan Liu , Milan Sonka , Xiaodong Wu

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

By learning the gradient of smoothed data distributions, diffusion models can iteratively generate samples from complex distributions. The learned score function enables their generalization capabilities, but how the learned score relates…

Machine Learning · Computer Science 2024-12-16 Binxu Wang , John J. Vastola

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…

Machine Learning · Computer Science 2025-10-02 Thomas Savary , François Rozet , Gilles Louppe

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

Score-based diffusion models are a recently developed framework for posterior sampling in Bayesian inverse problems with a state-of-the-art performance for severely ill-posed problems by leveraging a powerful prior distribution learned from…

Robust integration of physical knowledge and data is key to improve computational simulations, such as Earth system models. Data assimilation is crucial for achieving this goal because it provides a systematic framework to calibrate model…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Yongquan Qu , Juan Nathaniel , Shuolin Li , Pierre Gentine

Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun
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