# DAISI: Data Assimilation with Inverse Sampling using Stochastic Interpolants

arXiv: https://arxiv.org/abs/2512.00252 · HTML: https://mlsanity.com/paper/2512.00252/

## Key facts

- Cited by 5 papers in the map (data through 14 Oct 2026).
- Builds on 34 of its 65 references that are in the map.
- First posted on arXiv 29 Nov 2025.

## Builds on (most cited first, 30 of 34)

- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Flow Matching for Generative Modeling](https://mlsanity.com/paper/2210.02747/) (2022)
- [SGDR: Stochastic Gradient Descent with Warm Restarts](https://mlsanity.com/paper/1608.03983/) (2016)
- [Elucidating the Design Space of Diffusion-Based Generative Models](https://mlsanity.com/paper/2206.00364/) (2022)
- [SDEdit: Guided Image Synthesis and Editing with Stochastic Differential Equations](https://mlsanity.com/paper/2108.01073/) (2021)
- [Decoupled Weight Decay Regularization](https://mlsanity.com/paper/1711.05101/) (2017)
- [Diffusion Posterior Sampling for General Noisy Inverse Problems](https://mlsanity.com/paper/2209.14687/) (2022)
- [Stochastic Interpolants: A Unifying Framework for Flows and Diffusions](https://mlsanity.com/paper/2303.08797/) (2023)
- [A Survey on Diffusion Models for Inverse Problems](https://mlsanity.com/paper/2410.00083/) (2024)
- [Improving Diffusion Inverse Problem Solving with Decoupled Noise Annealing](https://mlsanity.com/paper/2407.01521/) (2024)
- [How to build a consistency model: Learning flow maps via self-distillation](https://mlsanity.com/paper/2505.18825/) (2025)
- [PreDiff: Precipitation Nowcasting with Latent Diffusion Models](https://mlsanity.com/paper/2307.10422/) (2023)
- [Score-based Data Assimilation](https://mlsanity.com/paper/2306.10574/) (2023)
- [InverseBench: Benchmarking Plug-and-Play Diffusion Priors for Inverse Problems in Physical Sciences](https://mlsanity.com/paper/2503.11043/) (2025)
- [Probabilistic Forecasting with Stochastic Interpolants and F"ollmer Processes](https://mlsanity.com/paper/2403.13724/) (2024)
- [Elements of Sequential Monte Carlo](https://mlsanity.com/paper/1903.04797/) (2019)
- [DiffDA: a Diffusion Model for Weather-scale Data Assimilation](https://mlsanity.com/paper/2401.05932/) (2024)
- [Learning Diffusion Priors from Observations by Expectation Maximization](https://mlsanity.com/paper/2405.13712/) (2024)
- [On conditional diffusion models for PDE simulations](https://mlsanity.com/paper/2410.16415/) (2024)
- [An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systems](https://mlsanity.com/paper/2309.00983/) (2023)
- [Continuous Ensemble Weather Forecasting with Diffusion models](https://mlsanity.com/paper/2410.05431/) (2024)
- [Latent-EnSF: A Latent Ensemble Score Filter for High-Dimensional Data Assimilation with Sparse Observation Data](https://mlsanity.com/paper/2409.00127/) (2024)
- [Appa: Bending Weather Dynamics with Latent Diffusion Models for Global Data Assimilation](https://mlsanity.com/paper/2504.18720/) (2025)
- [Conditional sampling within generative diffusion models](https://mlsanity.com/paper/2409.09650/) (2024)
- [FlowDAS: A Stochastic Interpolant-based Framework for Data Assimilation](https://mlsanity.com/paper/2501.16642/) (2025)
- [Diffusion models for inverse problems](https://mlsanity.com/paper/2508.01975/) (2025)
- [Flow Matching for Efficient and Scalable Data Assimilation](https://mlsanity.com/paper/2508.13313/) (2025)
- [Ensemble score filter with image inpainting for data assimilation in tracking surface quasi-geostrophic dynamics with partial observations](https://mlsanity.com/paper/2501.12419/) (2025)
- [Generative assimilation and prediction for weather and climate](https://mlsanity.com/paper/2503.03038/) (2025)
- [Accuracy of the Ensemble Kalman Filter in the Near-Linear Setting](https://mlsanity.com/paper/2409.09800/) (2024)

## Built on by (most cited first, 5 of 5)

- [Training-Free Bayesian Filtering with Generative Emulators](https://mlsanity.com/paper/2605.20028/) (2026)
- [Generative Model Proposal based Particle Filtering for Data Assimilation](https://mlsanity.com/paper/2607.01012/) (2026)
- [EnJoi: Ensemble Joint Score Filter for Generative Data Assimilation](https://mlsanity.com/paper/2609.35944/) (2026)
- [DAWIS: Data Assimilation with Windowed Inverse Sampling via Multitask Interpolants](https://mlsanity.com/paper/2610.03314/) (2026)
- [Xaurora: Generative Weather Forecasting with Denoising Stochastic Interpolants from a Foundation Model Prior](https://mlsanity.com/paper/2610.06509/) (2026)

## Abstract (arXiv)

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble Kalman filter, rely on Gaussian approximations that are violated for complex dynamics or observation operators. To address this limitation, we introduce DAISI, a scalable filtering algorithm built on flow-based generative models that enables flexible probabilistic inference using data-driven priors. The core idea is to use a stationary, pre-trained generative prior that first incorporates forecast information through a novel inverse-sampling step, before assimilating observations via guidance-based conditional sampling. This allows us to leverage any forecasting model as part of the DA pipeline without having to retrain or fine-tune the generative prior at each assimilation step. Experiments on challenging nonlinear systems show that DAISI achieves accurate filtering results in regimes with sparse, noisy, and nonlinear observations where traditional methods struggle. The code for DAISI is available at https://github.com/Erik-Wikingsson/DAISI.
