# Adaptive Nonlinear Data Assimilation through P-Spline Triangular Measure Transport

arXiv: https://arxiv.org/abs/2603.19058 · HTML: https://mlsanity.com/paper/2603.19058/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 9 of its 30 references that are in the map.
- First posted on arXiv 19 Mar 2026.

## Builds on (most cited first, 9 of 9)

- [Coupling techniques for nonlinear ensemble filtering](https://mlsanity.com/paper/1907.00389/) (2019)
- [Inference via low-dimensional couplings](https://mlsanity.com/paper/1703.06131/) (2017)
- [Sparse Cholesky factorization by Kullback-Leibler minimization](https://mlsanity.com/paper/2004.14455/) (2020)
- [On the representation and learning of monotone triangular transport maps](https://mlsanity.com/paper/2009.10303/) (2020)
- [An introduction to sampling via measure transport](https://mlsanity.com/paper/1602.05023/) (2016)
- [Scalable Bayesian transport maps for high-dimensional non-Gaussian spatial fields](https://mlsanity.com/paper/2108.04211/) (2021)
- [Ensemble transport smoothing. Part II: Nonlinear updates](https://mlsanity.com/paper/2210.17435/) (2022)
- [A friendly introduction to triangular transport](https://mlsanity.com/paper/2503.21673/) (2025)
- [An Ensemble Information Filter: Learning and Encoding Sparse Structures in Ensemble Kalman Methods](https://mlsanity.com/paper/2501.09016/) (2025)

## Built on by (most cited first, 1 of 1)

- [Multifidelity Formulations for Triangular Transport](https://mlsanity.com/paper/2610.00698/) (2026)

## Abstract (arXiv)

Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The best solution usually lies between these extremes. Triangular measure transport offers a flexible framework for nonlinear data assimilation. Its success, however, depends on how the map is parametrized. Too much flexibility leads to overfitting; too little misses important structure. To address this balance, we develop an adaptation algorithm that selects a parsimonious parametrization automatically. Our method uses P-spline basis functions and an information criterion as a continuous measure of model complexity. This formulation enables gradient descent and allows efficient, fine-scale adaptation in high-dimensional settings. The resulting algorithm requires no hyperparameter tuning. It adjusts the transport map to the appropriate level of complexity based on the system statistics and ensemble size. We demonstrate its performance in nonlinear, non-Gaussian problems, including a high-dimensional distributed groundwater model.
