A pathwise Zakai-equation control formulation is used to train conditional neural SDEs that amortize nonlinear filtering of partially observed stochastic dynamics.
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HealDA supplies ML-based initial conditions for AI weather models that produce forecasts trailing ERA5-initialized runs by less than one day of effective lead time, with the skill gap arising mainly from initial error size.
A synthesis of diffusion-based simulation-based inference methods that address model misspecification, irregular observations, and missing data in scientific applications.
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Pathwise Learning of Stochastic Dynamical Systems with Partial Observations
A pathwise Zakai-equation control formulation is used to train conditional neural SDEs that amortize nonlinear filtering of partially observed stochastic dynamics.
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HealDA: Highlighting the importance of initial errors in end-to-end AI weather forecasts
HealDA supplies ML-based initial conditions for AI weather models that produce forecasts trailing ERA5-initialized runs by less than one day of effective lead time, with the skill gap arising mainly from initial error size.
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A Review of Diffusion-based Simulation-Based Inference: Foundations and Applications in Non-Ideal Data Scenarios
A synthesis of diffusion-based simulation-based inference methods that address model misspecification, irregular observations, and missing data in scientific applications.