A score-based filter for nonlinear data assimilation

Bao, Feng; Zhang, Zezhong; Zhang, Guannan

doi:10.1016/j.jcp.2024.113207

Title: A score-based filter for nonlinear data assimilation

Journal Article · 01 October 2024 · Journal of Computational Physics

DOI: https://doi.org/10.1016/j.jcp.2024.113207 · OSTI ID:2474537

Bao, Feng; Zhang, Zezhong;

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Sponsoring Organization:: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)

Grant/Contract Number:: SC0022254; AC05-00OR22725; SC0022297

OSTI ID:: 2474537

Journal Information:: Journal of Computational Physics, Journal Name: Journal of Computational Physics Journal Issue: C Vol. 514; ISSN 0021-9991

Publisher:: ElsevierCopyright Statement

Country of Publication:: United States

Language:: English

References (15)

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Improved distributed particle filters for tracking in a wireless sensor network Kang, Kai; Maroulas, Vasileios; Schizas, Ioannis Computational Statistics & Data Analysis, Vol. 117 https://doi.org/10.1016/j.csda.2017.07.009	journal	January 2018
Improved particle filters for multi-target tracking Maroulas, Vasileios; Stinis, Panos Journal of Computational Physics, Vol. 231, Issue 2 https://doi.org/10.1016/j.jcp.2011.09.023	journal	January 2012
SRDiff: Single image super-resolution with diffusion probabilistic models Li, Haoying; Yang, Yifan; Chang, Meng Neurocomputing, Vol. 479 https://doi.org/10.1016/j.neucom.2022.01.029	journal	March 2022
Large deviations for the optimal filter of nonlinear dynamical systems driven by Lévy noise Maroulas, Vasileios; Pan, Xiaoyang; Xiong, Jie Stochastic Processes and their Applications, Vol. 130, Issue 1 https://doi.org/10.1016/j.spa.2019.02.009	journal	January 2020
Implicit sampling for particle filters Chorin, A. J.; Tu, X. Proceedings of the National Academy of Sciences, Vol. 106, Issue 41 https://doi.org/10.1073/pnas.0909196106	journal	September 2009
Filtering via Simulation: Auxiliary Particle Filters Pitt, Michael K.; Shephard, Neil Journal of the American Statistical Association, Vol. 94, Issue 446 https://doi.org/10.1080/01621459.1999.10474153	journal	June 1999
The ensemble Kalman filter for combined state and parameter estimation Evensen, Geir IEEE Control Systems, Vol. 29, Issue 3 https://doi.org/10.1109/MCS.2009.932223	journal	June 2009
Particle Markov chain Monte Carlo methods: Particle Markov Chain Monte Carlo Methods Andrieu, Christophe; Doucet, Arnaud; Holenstein, Roman Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 72, Issue 3 https://doi.org/10.1111/j.1467-9868.2009.00736.x	journal	June 2010
A Hybrid Sparse-Grid Approach for Nonlinear Filtering Problems Based on Adaptive-Domain of the Zakai Equation Approximations Bao, Feng; Cao, Yanzhao; Webster, Clayton SIAM/ASA Journal on Uncertainty Quantification, Vol. 2, Issue 1 https://doi.org/10.1137/140952910	journal	January 2014
Adaptive Meshfree Backward SDE Filter Bao, Feng; Maroulas, Vasileios SIAM Journal on Scientific Computing, Vol. 39, Issue 6 https://doi.org/10.1137/16M1100277	journal	January 2017
A Connection Between Score Matching and Denoising Autoencoders Vincent, Pascal Neural Computation, Vol. 23, Issue 7 https://doi.org/10.1162/NECO_a_00142	journal	July 2011
Obstacles to High-Dimensional Particle Filtering Snyder, Chris; Bengtsson, Thomas; Bickel, Peter Monthly Weather Review, Vol. 136, Issue 12 https://doi.org/10.1175/2008MWR2529.1	journal	December 2008
A drift homotopy implicit particle filter method for nonlinear filtering problems Li, Xin; Bao, Feng; Gallivan, Kyle Discrete & Continuous Dynamical Systems - S, Vol. 15, Issue 4 https://doi.org/10.3934/dcdss.2021097	journal	January 2022
Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences Bao, Feng Communications in Computational Physics, Vol. 27, Issue 2 https://doi.org/10.4208/cicp.OA-2018-0238	journal	June 2019

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