Rethinking Forward Processes for Score-Based Data Assimilation in High Dimensions

• URL: http://arxiv.org/abs/2604.02889v1
• Date: Fri, 03 Apr 2026 08:55:38 GMT
• Title: Rethinking Forward Processes for Score-Based Data Assimilation in High Dimensions
• Abstract summary: We propose a measurement-aware score-based filter (MASF) that defines a measurement-aware forward process directly from the measurement equation.<n>For linear measurements, we derive the exact likelihood score and combine it with a learned prior score to obtain the posterior score.<n> Numerical experiments covering a range of settings, including high-dimensional datasets, demonstrate improved accuracy and stability over existing score-based filters.
• Score: 2.3550058325130974
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Data assimilation is the process of estimating the time-evolving state of a dynamical system by integrating model predictions and noisy observations. It is commonly formulated as Bayesian filtering, but classical filters often struggle with accuracy or computational feasibility in high dimensions. Recently, score-based generative models have emerged as a scalable approach for high-dimensional data assimilation, enabling accurate modeling and sampling of complex distributions. However, existing score-based filters often specify the forward process independently of the data assimilation. As a result, the measurement-update step depends on heuristic approximations of the likelihood score, which can accumulate errors and degrade performance over time. Here, we propose a measurement-aware score-based filter (MASF) that defines a measurement-aware forward process directly from the measurement equation. This construction makes the likelihood score analytically tractable: for linear measurements, we derive the exact likelihood score and combine it with a learned prior score to obtain the posterior score. Numerical experiments covering a range of settings, including high-dimensional datasets, demonstrate improved accuracy and stability over existing score-based filters.

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