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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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5 results for “EnSF”

Latent-EnSF: A Latent Ensemble Score Filter for High-Dimensional Data Assimilation with Sparse Observation Datacs.LG

Latent-EnSF improves data assimilation for high-dimensional systems with sparse observations.

problem Challenges in high-dimensional, nonlinear Bayesian filtering with sparse observations.

method A novel data assimilation method using latent representations and a coupled VAE for efficient state encoding and reconstruction.

result Latent-EnSF outperforms traditional methods in accuracy, convergence, and efficiency for complex systems.

data assimilation EnKF EnSF VAE shallow water wave

2024-08-29abs ↗pdf ↗

LD-EnSF: Synergizing Latent Dynamics with Ensemble Score Filters for Fast Data Assimilation with Sparse Observationsstat.ML

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.

method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.

result Achieves significant speedups over existing methods while maintaining high accuracy.

data assimilation score-based methods latent dynamics sparse observations LSTM encoders

2024-11-28abs ↗pdf ↗

Ensemble score filter with image inpainting for data assimilation in tracking surface quasi-geostrophic dynamics with partial observationsphysics.ao-ph

EnSF uses image inpainting to handle partial observations in data assimilation.

problem Data assimilation challenges with partial observations.

method EnSF integrates image inpainting with diffusion models to predict unobserved states.

result EnSF successfully tracks SQG dynamics with partial observations.

data assimilation image inpainting machine learning partial observations surface quasi-geostrophic dynamics

2025-01-20abs ↗pdf ↗

An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systemsstat.ML

EnSF improves accuracy in tracking high-dimensional nonlinear systems.

problem Low accuracy in high-dimensional, nonlinear filtering problems.

method Score-based diffusion model, mini-batch Monte Carlo estimator.

result EnSF outperforms state-of-the-art methods in tracking high-dimensional systems.

filtering nonlinear dynamics high-dimensional systems score-based diffusion ensemble Kalman filter

2023-09-02abs ↗pdf ↗

Flow Matching for Efficient and Scalable Data Assimilationstat.ML

EnFF uses flows to speed up DA in high dimensions.

problem Efficiently assimilating noisy data in high-dimensional systems.

method Flow Matching (FM) for training-free, scalable data assimilation.

result EnFF accelerates DA with improved cost-accuracy tradeoffs and scalability.

data assimilation flow matching generative models Monte Carlo Bayesian DA

2025-08-18abs ↗pdf ↗