Uncertainty-aware data assimilation through variational inference
arXiv:2510.17268v2 Announce Type: replace-cross Abstract: Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing deterministic machine learning approach, we propose a variational inference-based extension in which the predicted state follows a multivariate Gaussian distribution. Using the chaotic Lorenz-96 dynamics as a testing ground, we show that our new model […]