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Published at November 28

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

stat.ML

cs.LG

math.DS

Released Date: November 28, 2024

Authors: Pengpeng Xiao¹, Phillip Si¹, Peng Chen²

Aff.: ¹School of Computational Science and Engineering, Georgia Institute of Technology; ²School of Computational Science and Engineering, Georgia Institute of Technology and Department of Physics, Fudan University

Arxiv: http://arxiv.org/pdf/2411.19305v1

Example	Shallow water			Kolmogorov flow
Metric	EnSF	Latent-EnSF	LD-EnSF	EnSF	Latent-EnSF	LD-EnSF
$T_{d}$ (s)	$100.95$	$100.95$	$0.050$	$10829.09$	$10829.09$	$0.049$
$T_{f}$ (s)	$83.86$	$0.66$	$0.37$	$40.13$	$0.62$	$0.35$
$T_{r}$ (on GPU) (s)	–	$0.78$	$0.00094$	–	$0.41$	$0.0054$
$D_{s}$	$67500$	$400$	$12$	$45000$	$400$	$10$