相关论文: A Dynamic Likelihood Approach to Filtering for Adv…

Weather forecasting remains a crucial yet challenging domain, where recently developed models based on deep learning (DL) have approached the performance of traditional numerical weather prediction (NWP) models. However, these DL models,…

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

We study an approach to simulating the stochastic relativistic advection-diffusion equation based on the Metropolis algorithm. We show that the dissipative dynamics of the boosted fluctuating fluid can be simulated by making random…

Diffusion Language Models (DLMs) have recently achieved strong results in text generation. However, their multi-step sampling leads to slow inference, limiting practical use. To address this, we extend Inverse Distillation, a technique…

This paper introduces an adaptive time splitting technique for the solution of stiff evolutionary PDEs that guarantees an effective error control of the simulation, independent of the fastest physical time scale for highly unsteady…

Diffusion-based generative models have demonstrated a capacity for perceptually impressive synthesis, but can they also be great likelihood-based models? We answer this in the affirmative, and introduce a family of diffusion-based…

Deep ensembles deliver state-of-the-art, reliable uncertainty quantification, but their heavy computational and memory requirements hinder their practical deployments to real applications such as on-device AI. Knowledge distillation…

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…

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown…

The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector,…

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

We show that modifying a Bayesian data assimilation scheme by incorporating kinematically-consistent displacement corrections produces a scheme that is demonstrably better at estimating partially observed state vectors in a setting where…

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Diffusion models, widely used in image generation, rely on iterative refinement to generate images from noise. Understanding this data evolution is important for model development and interpretability, yet challenging due to its…

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Phase retrieval refers to the problem of recovering an image from the magnitudes of its complex-valued linear measurements. Since the problem is ill-posed, the recovery requires prior knowledge on the unknown image. We present DOLPH as a…

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…

Diffusion probability models have shown significant promise in offline reinforcement learning by directly modeling trajectory sequences. However, existing approaches primarily focus on time-domain features while overlooking frequency-domain…

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…