Data Assimilation
Overview
Data assimilation estimates the evolving state of a system by combining imperfect observations with forecasts from a physical or learned model. Kalman and ensemble filters, particle filters, and variational methods are established approaches; newer work also uses latent-space models, neural operators, and generative methods such as diffusion and flow matching. These methods support applications including weather prediction, fluid reconstruction, ocean modeling, and subsurface characterization, often when observations are sparse or irregular. A central challenge is balancing computational cost and scalability with accurate uncertainty estimates and physically plausible results, especially for nonlinear systems and non-Gaussian posteriors.
Latest papers
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