Omega: Operator-based Mixture Ensemble for Generative Assimilation

arXiv:2606.20920v1 Announce Type: new Abstract: Characterizing non-Gaussian posterior distributions in partially observed high-dimensional nonlinear systems remains a fundamental challenge in data assimilation. Ensemble Kalman filters rely on Gaussian approximations that can be inaccurate for strongly non-Gaussian posteriors, whereas particle filters suffer from severe scalability limitations. Recent score-based generative approaches improve posterior characterization but typically require supervised training with ground-truth posterior samples, which are unavailable in most practical applications. We introduce Omega (Operator-based Mixture Ensemble for Generative Assimilation), a scalable framework that integrates conditional Gaussian surrogate modeling, unsupervised score learning, and generative sampling. The conditional Gaussian surrogate provides a nonlinear non-Gaussian baseline approximation while admitting closed-form conditional posterior distributions for the unresolved variables. First, Omega exploits these closed-form conditional distributions to analytically recover the high-dimensional unobserved component, reducing computational cost and mitigating the curse of dimensionality. Second, Omega learns only the residual discrepancy beyond an analytical baseline through denoising score matching using ensemble trajectories alone, eliminating the need for ground-truth posterior samples and substantially reducing the learning burden. Third, Omega reconstructs the full non-Gaussian posterior distribution of both observed and unobserved variables via a Gaussian mixture representation, capturing multimodal, skewed, and heavy-tailed statistics. Finally, Omega employs annealed Langevin sampling to iteratively refine ensemble members from the baseline toward the target posterior. Omega is validated on several turbulent models with intermittency and extreme events, consistently improving posterior accuracy.

Source: arXiv cs.LG | 2026-06-23