arXiv subjects

Siming Liang

Publications and source records attributed to Siming Liang.

9 recordsLinked to original sources

arXiv2026

Score-Based Generative Data Assimilation for Integrating Aggregated Surveillance Data into Agent-Based Models in Epidemic Tracking

Reliable epidemic monitoring often requires inferring regional infection burden and transmission heterogeneity from noisy, spatially aggregated, and potentially sparse surveillance data. Agent-based models (ABMs) are attractive for this task because they represent individual behavior, contact heterogeneity, and localized interventions, but these same features make them difficult to calibrate online. We develop a generative AI-based data-assimilation (GenDA) framework for partially observed epidemic ABMs that estimates both the epidemic state and a heterogeneous parameter field while respecting the gap between observable macrostates and latent agent-level microstates. GenDA combines a training-free, score-based generative update for macrostate correction with a direct parameter update based on macrostate discrepancies, followed by a macro-micro reassignment step that restores consistency with the ABM. In controlled and geographically explicit synthetic experiments, the framework recovers regional epidemic burden, dominant hotspot structures, and effective transmission heterogeneity from aggregated observations, while improving post-assimilation forecasts relative to state-only assimilation.

math.NA↗

arXiv2026

A Two-Step Ensemble Score Filter for Data Assimilation in Partially Observed Systems

Data assimilation blends model forecasts with observations to estimate the evolving state of complex dynamical systems, but sparse observing networks remain challenging because unobserved state variables are not directly constrained by observations. In this work, we introduce the Ensemble Score Filter with Linear Regression (EnSF-LR), a two-step filtering method for partially observed nonlinear systems. At each analysis time, EnSF-LR first applies the Ensemble Score Filter (EnSF) to update the observed state components using a nonlinear score-based analysis update. It then computes the resulting observed-state analysis increments and maps these corrections to the unobserved components through the ensemble-based prior covariance matrix. The latter amounts to the same linear regression mechanism used by Ensemble Kalman Filters (EnKFs). We evaluate EnSF-LR using the Lorenz-63 and 40-dimensional Lorenz-96 systems with sparse linear and nonlinear observations. The method is compared with the original EnSF and with the classical stochastic EnKF. In the linear-observation experiments, EnSF-LR produces accuracy comparable to the EnKF baseline while substantially reducing error relative to the original EnSF. In the nonlinear-observation experiments, EnSF-LR achieves lower full-state root-mean-square error than both the original EnSF and the EnKF reference. These results suggest that hybridizing score-based and EnKF analysis schemes provides an effective strategy for assimilating sparse and nonlinear observations.

physics.ao-ph↗

arXiv2026

Global Attention with Linear Complexity for Exascale Generative Data Assimilation in Earth System Prediction

Accurate Earth system prediction requires state inference from incomplete observations, but conventional two-stage data assimilation (DA) is computationally prohibitive because repeated PDE-based ensemble forecasts, observation updates, and intermediate data movement limit ensemble size at high resolution. We introduce STORM, a one-stage generative AI framework that reformulates DA as diffusion-based Bayesian posterior sampling, replacing online PDE ensemble forecasts with scalable AI inference. It further combines a spatiotemporal transformer with a global-attention algorithm that reduces complexity from quadratic to linear through scalable gradient propagation, enabling high-resolution, long-context Earth modeling. STORM scales to 74,400 GPUs on Frontier with 96--99\% strong-scaling efficiency and up to 6 ExaFLOPs sustained BF16 throughput, while enabling 32,768-member ensembles for uncertainty quantification in 34 seconds on 4,096 GPUs. It scales to 20 billion spatiotemporal tokens and 177,000 temporal frames. Hurricane tracking and long-term climate reanalysis demonstrate improved accuracy, including benefits from longer temporal context and recovery of temperature extremes missed by forecast-only predictions.

cs.LG↗

arXiv2025

On the sensitivity of different ensemble filters to the type of assimilated observation networks

Recent advances in data assimilation (DA) have focused on developing more flexible approaches that can better accommodate nonlinearities in models and observations. However, it remains unclear how the performance of these advanced methods depends on the observation network characteristics. In this study, we present initial experiments with the surface quasi-geostrophic model, in which we compare a recently developed AI-based ensemble filter with the standard Local Ensemble Transform Kalman Filter (LETKF). Our results show that the analysis solutions respond differently to the number, spatial distribution, and nonlinear fraction of assimilated observations. We also find notable changes in the multiscale characteristics of the analysis errors. Given that standard DA techniques will be eventually replaced by more advanced methods, we hope this study sets the ground for future efforts to reassess the value of Earth observation systems in the context of newly emerging algorithms.

physics.ao-ph↗

arXiv2025

Ensemble score filter with image inpainting for data assimilation in tracking surface quasi-geostrophic dynamics with partial observations

Data assimilation plays a pivotal role in understanding and predicting turbulent systems within geoscience and weather forecasting, where data assimilation is used to address three fundamental challenges, i.e., high-dimensionality, nonlinearity, and partial observations. Recent advances in machine learning (ML)-based data assimilation methods have demonstrated encouraging results. In this work, we develop an ensemble score filter (EnSF) that integrates image inpainting to solve the data assimilation problems with partial observations. The EnSF method exploits an exclusively designed training-free diffusion models to solve high-dimensional nonlinear data assimilation problems. Its performance has been successfully demonstrated in the context of having full observations, i.e., all the state variables are directly or indirectly observed. However, because the EnSF does not use a covariance matrix to capture the dependence between the observed and unobserved state variables, it is nontrivial to extend the original EnSF method to the partial observation scenario. In this work, we incorporate various image inpainting techniques into the EnSF to predict the unobserved states during data assimilation. At each filtering step, we first use the diffusion model to estimate the observed states by integrating the likelihood information into the score function. Then, we use image inpainting methods to predict the unobserved state variables. We demonstrate the performance of the EnSF with inpainting by tracking the Surface Quasi-Geostrophic (SQG) model dynamics under a variety of scenarios. The successful proof of concept paves the way to more in-depth investigations on exploiting modern image inpainting techniques to advance data assimilation methodology for practical geoscience and weather forecasting problems.

physics.ao-ph↗

arXiv2024

A Scalable Real-Time Data Assimilation Framework for Predicting Turbulent Atmosphere Dynamics

The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are not ready yet for operational use in weather forecasting or climate prediction. This is due to the lack of a data assimilation method as part of their workflow to enable the assimilation of incoming Earth system observations in real time. This limitation affects their effectiveness in predicting complex atmospheric phenomena such as tropical cyclones and atmospheric rivers. To overcome these obstacles, we introduce a generic real-time data assimilation framework and demonstrate its end-to-end performance on the Frontier supercomputer. This framework comprises two primary modules: an ensemble score filter (EnSF), which significantly outperforms the state-of-the-art data assimilation method, namely, the Local Ensemble Transform Kalman Filter (LETKF); and a vision transformer-based surrogate capable of real-time adaptation through the integration of observational data. The ViT surrogate can represent either physics-based models or AI-based foundation models. We demonstrate both the strong and weak scaling of our framework up to 1024 GPUs on the Exascale supercomputer, Frontier. Our results not only illustrate the framework's exceptional scalability on high-performance computing systems, but also demonstrate the importance of supercomputers in real-time data assimilation for weather and climate predictions. Even though the proposed framework is tested only on a benchmark surface quasi-geostrophic (SQG) turbulence system, it has the potential to be combined with existing AI-based foundation models, making it suitable for future operational implementations.

cs.LG↗

arXiv2024

Convergence Analysis for A Stochastic Maximum Principle Based Data Driven Feedback Control Algorithm

This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation component, estimating the controlled system's state via indirect observations, alongside an efficient stochastic maximum principle type optimal control solver. By integrating weak convergence techniques for the particle filter with convergence analysis for the stochastic maximum principle control solver, we derive a weak convergence result for the optimization procedure in search of optimal data-driven feedback control. Numerical experiments are performed to validate the theoretical findings.

math.OC↗

arXiv2024

Nonlinear ensemble filtering with diffusion models: Application to the surface quasi-geostrophic dynamics

The intersection between classical data assimilation methods and novel machine learning techniques has attracted significant interest in recent years. Here we explore another promising solution in which diffusion models are used to formulate a robust nonlinear ensemble filter for sequential data assimilation. Unlike standard machine learning methods, the proposed \textit{Ensemble Score Filter (EnSF)} is completely training-free and can efficiently generate a set of analysis ensemble members. In this study, we apply the EnSF to a surface quasi-geostrophic model and compare its performance against the popular Local Ensemble Transform Kalman Filter (LETKF), which makes Gaussian assumptions on the posterior distribution. Numerical tests demonstrate that EnSF maintains stable performance in the absence of localization and for a variety of experimental settings. We find that EnSF achieves competitive performance relative to LETKF in the case of linear observations, but leads to significant advantages when the state is nonlinearly observed and the numerical model is subject to unexpected shocks. A spectral decomposition of the analysis results shows that the largest improvements over LETKF occur at large scales (small wavenumbers) where LETKF lacks sufficient ensemble spread. Overall, this initial application of EnSF to a geophysical model of intermediate complexity is very encouraging, and motivates further developments of the algorithm for more realistic problems.

math-ph↗

arXiv2024

An Online Algorithm for Solving Feedback Optimal Control Problems with Partial Observations

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage partial observation of the state process, a common occurrence in practical scenarios. Traditional stochastic optimal control methods assume full state observation, which is often not feasible in real-world applications. Our approach underscores the significance of utilizing observational data to inform control policy design. Specifically, we introduce a kernel learning backward stochastic differential equation (SDE) filter to enhance data assimilation efficiency and propose a sample-wise stochastic optimization method within the stochastic maximum principle framework. Numerical experiments validate the efficacy and accuracy of our algorithm, showcasing its high efficiency in solving feedback optimal control problems with partial observation.

math.OC↗