Thomas Savary | Searcharxiv

arXiv2026

Training-Free Bayesian Filtering with Generative Emulators

Bayesian filtering is a well-known problem that aims to estimate plausible states of a dynamical system from observations. Among existing approaches to solve this problem, particle filters are theoretically exact for non-linear dynamics and observations, but suffer from poor scalability in high dimensions. In this work, we show that diffusion-based emulators of dynamical systems can be used to implement, without additional training, an optimal variant of particle filters that has remained largely unexplored due to implementation challenges with classical numerical solvers. Experiments on nonlinear chaotic systems, including atmospheric dynamics, demonstrate that the proposed approach successfully scales particle filtering to high-dimensional settings.

cs.LG↗

arXiv2025

Training-Free Data Assimilation with GenCast

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform data assimilation using diffusion models pre-trained for emulating dynamical systems. Our method builds on particle filters, a class of data assimilation algorithms, and does not require any further training. As a guiding example throughout this work, we illustrate our methodology on GenCast, a diffusion-based model that generates global ensemble weather forecasts.

cs.LG↗

arXiv2025

Structural Origins and Real-Time Drivers of Intermittency

In general terms, intermittency is the property for which time evolving systems alternate among two or more different regimes. Predicting the instance when the regime switch will occur is extremely challenging, often practically impossible. Intermittent processes include turbulence, convection, precipitation patterns, as well as several in plasma physics, medicine, neuroscience, and economics. Traditionally, focus has been on global statistical indicators, e.g. the average frequency of regime changes under fixed conditions, or how these vary as a function of the system's parameters. We add a local perspective: we study the causes and drivers of the regime changes in real time, with the ultimate goal of predicting them. Using five different systems, of various complexities, we identify indicators and precursors of regime transitions that are common across the different intermittency mechanisms and dynamical models. For all the systems and intermittency types under study, we find a correlation between the alignment of some Lyapunov vectors and the concomitant, or aftermath, regime change. We discovered peculiar behaviors in the Lorenz 96 and in the Kuramoto-Shivanshinki models. In Lorenz 96 we identified crisis-induced intermittency with laminar intermissions, while in the Kuramoto-Shivanshinki we detected a spatially global intermittency which follows the scaling of type-I intermittency. The identification of general mechanisms driving intermittent behaviors, and in particular the unearthing of indicators spotting the regime change, pave the way to designing prediction tools in more realistic scenarios. These include turbulent geophysical fluids, rainfall patterns, or atmospheric deep convection.

nlin.CD↗