LD-EnSF: Synergizing Latent Dynamics with Ensemble Score Filters for Fast Data Assimilation with Sparse Observations
arXiv:2411.19305v2 Announce Type: replace Abstract: Data assimilation techniques are crucial for accurately tracking complex dynamical systems by integrating observational data with numerical forecasts. Recently, score-based data assimilation methods emerged as powerful tools for high-dimensional and nonlinear data assimilation. However, these methods still incur substantial computational costs due to the need for expensive forward simulations. In this work, we propose LD-EnSF, a novel score-based data assimilation method that eliminates the need for full-space simulations by evolving dynamics directly in […]