State-observation augmented diffusion model for nonlinear assimilation with unknown dynamics

DOI10.1016/J.JCP.2025.114240MaRDI QIDQ6923318zbMATH OpenFDO

Authors Zhuoyuan Li, Bin Dong, Pingwen Zhang

Publication date 30 September 2025

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2025.114240

zbMATH Keywords

Bayesian inferencedata assimilationscore-based generative model

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Numerical optimization and variational techniques (65K10)

Cites work

• A Connection Between Score Matching and Denoising Autoencoders
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• An ensemble score filter for tracking high-dimensional nonlinear dynamical systems
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• Deep learning-enhanced ensemble-based data assimilation for high-dimensional nonlinear dynamical systems
• Efficient data assimilation for spatiotemporal chaos: a local ensemble transform Kalman filter
• Estimation of non-normalized statistical models by score matching
• Generalised latent assimilation in heterogeneous reduced spaces with machine learning surrogate models
• scientific article; zbMATH DE number 5822909 (Why is no real title available?)
• Latent assimilation with implicit neural representations for unknown dynamics
• Reverse-time diffusion equation models

Cited in

(1)

• Divergence-kernel method for linear responses of densities and generative models

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