Generating observation guided ensembles for data assimilation with denoising diffusion probabilistic model

This paper presents an ensemble data assimilation method using the pseudo ensembles generated by denoising diffusion probabilistic model. Since the model is trained against noisy and sparse observation data, this model can produce divergent ensembles close to observations. Thanks to the variance in generated ensembles, our proposed method displays better performance than the well-established ensemble data assimilation method when the simulation model is imperfect.