arXiv Machine Learning

The Ensemble Schr{\"o}dinger Bridge filter for Nonlinear Data Assimilation

arXiv:2512. 18928v4 Announce Type: replace Abstract: This work introduces a novel nonlinear optimal filtering method, termed the Ensemble Schr{\"o}dinger Bridge nonlinear filter.

arXiv Machine Learning
Jun 11

Neural ensemble Kalman filter: Data assimilation for compressible flows with shocks

arXiv:2602. 23461v2 Announce Type: replace-cross Abstract: Data assimilation (DA) for compressible flows with shocks is challenging because many classical DA methods generate spurious oscillations and nonphysical features near uncertain shocks.

By Xu-Hui Zhou, Lorenzo Beronilla, Michael K. Sleeman, Hangchuan Hu, Matthias Morzfeld, Andrew M. Stuart, Tamer A. Zaki
arXiv Machine Learning
Jun 26

Huracan: A skillful end-to-end data-driven system for ensemble data assimilation and weather prediction

arXiv:2508. 18486v2 Announce Type: replace-cross Abstract: Over the past few years, machine learning-based data-driven weather prediction has been transforming operational weather forecasting by providing more accurate forecasts while using a mere fraction of computing power compared to traditional numerical weather prediction (NWP).

By Zekun Ni, Jonathan Weyn, Hang Zhang, Yanfei Xiang, Jiang Bian, Weixin Jin, Kit Thambiratnam, Qi Zhang, Haiyu Dong, Hongyu Sun
arXiv Machine Learning
Jun 9

Conditional Normalizing Flows for Forward and Backward Joint State and Parameter Estimation

arXiv:2601. 07013v2 Announce Type: replace-cross Abstract: Traditional filtering algorithms for state estimation -- such as classical Kalman filtering, unscented Kalman filtering, and particle filters -- show performance degradation when applied to nonlinear systems whose uncertainty follows arbitrary non-Gaussian, and potentially multi-modal distributions.

By Luke S. Lagunowich, Guoxiang Grayson Tong, Daniele E. Schiavazzi