Phillip Si

Phillip Si, Zeyi Chen, Subham Sekhar Sahoo et al.

Training normalizing flow generative models can be challenging due to the need to calculate computationally expensive determinants of Jacobians. This paper studies the likelihood-free training of flows and proposes the energy objective, an alternative sample-based loss based on proper scoring rules. The energy objective is determinant-free and supports flexible model architectures that are not easily compatible with maximum likelihood training, including semi-autoregressive energy flows, a novel model family that interpolates between fully autoregressive and non-autoregressive models. Energy flows feature competitive sample quality, posterior inference, and generation speed relative to likelihood-based flows; this performance is decorrelated from the quality of log-likelihood estimates, which are generally very poor. Our findings question the use of maximum likelihood as an objective or a metric, and contribute to a scientific study of its role in generative modeling.

Seokmin Choi, Sajad Mousavi, Phillip Si et al.

In the medical field, current ECG signal analysis approaches rely on supervised deep neural networks trained for specific tasks that require substantial amounts of labeled data. However, our paper introduces ECGBERT, a self-supervised representation learning approach that unlocks the underlying language of ECGs. By unsupervised pre-training of the model, we mitigate challenges posed by the lack of well-labeled and curated medical data. ECGBERT, inspired by advances in the area of natural language processing and large language models, can be fine-tuned with minimal additional layers for various ECG-based problems. Through four tasks, including Atrial Fibrillation arrhythmia detection, heartbeat classification, sleep apnea detection, and user authentication, we demonstrate ECGBERT's potential to achieve state-of-the-art results on a wide variety of tasks.

Phillip Si, Yuan Qiu, Omar Sallam et al.

AI-driven flood digital twins demand fast hydrodynamic surrogates for ensemble forecasting and observation assimilation. Yet even GPU-accelerated two-dimensional shallow water equation (SWE) solvers still require $\sim 55$ minutes per $96$-hour run on a $\sim 4.2$-million-active-cell metropolitan basin (the Des~Plaines River basin at $30\,\mathrm{m}$ resolution), making such workloads prohibitive at native resolution. We present the Conditional Latent Dynamics Network (CLDNet): a low-dimensional latent neural ODE driven by rainfall, paired with a coordinate-based decoder conditioned on static terrain (elevation, slope, Manning roughness) that reconstructs depth and discharge at arbitrary query points. Pointwise decoding decouples memory from grid size and handles irregular watersheds natively, enabling metropolitan-scale training on a single compute node and direct queries at exact gauge coordinates without raster snapping. We evaluate CLDNet on a synthetic $250{,}000$-cell Texas benchmark and on a new Des~Plaines case study of $114$ real-rainfall Stage~IV storms whose reference simulator we validate against United States Geological Survey (USGS) gauges at the April~2013 flood-of-record (Nash--Sutcliffe efficiency $0.57$--$0.94$ on mean-recentered water-surface elevation). CLDNet roughly halves the relative root-mean-squared error of an unconditional baseline, outperforms regular-grid VAE--ConvLSTM and FNO baselines on the Texas benchmark (both presuppose a Cartesian grid and do not apply to the irregular Des~Plaines watershed), reaches a critical success index of $\approx 86\%$ at the $0.5\,\mathrm{m}$ inundation threshold, and produces a full $96$-hour basin-wide forecast in $\sim 29$ seconds -- a $\sim 115\times$ speedup.

Phillip Si, Peng Chen

Accurate modeling and prediction of complex physical systems often rely on data assimilation techniques to correct errors inherent in model simulations. Traditional methods like the Ensemble Kalman Filter (EnKF) and its variants as well as the recently developed Ensemble Score Filters (EnSF) face significant challenges when dealing with high-dimensional and nonlinear Bayesian filtering problems with sparse observations, which are ubiquitous in real-world applications. In this paper, we propose a novel data assimilation method, Latent-EnSF, which leverages EnSF with efficient and consistent latent representations of the full states and sparse observations to address the joint challenges of high dimensionlity in states and high sparsity in observations for nonlinear Bayesian filtering. We introduce a coupled Variational Autoencoder (VAE) with two encoders to encode the full states and sparse observations in a consistent way guaranteed by a latent distribution matching and regularization as well as a consistent state reconstruction. With comparison to several methods, we demonstrate the higher accuracy, faster convergence, and higher efficiency of Latent-EnSF for two challenging applications with complex models in shallow water wave propagation and medium-range weather forecasting, for highly sparse observations in both space and time.

Phillip Si, Peng Chen

Long-range geophysical forecasts are fundamentally limited by chaotic dynamics and numerical errors. While data assimilation can mitigate these issues, classical variational smoothers require computationally expensive tangent-linear and adjoint models. Conversely, recent efficient latent filtering methods often enforce weak trajectory-level constraints and assume fixed observation grids. To bridge this gap, we propose Latent Ensemble Variational Data Assimilation (LEVDA), an ensemble-space variational smoother that operates in the low-dimensional latent space of a pretrained differentiable neural dynamics surrogate. By performing four-dimensional ensemble-variational (4DEnVar) optimization within an ensemble subspace, LEVDA jointly assimilates states and unknown parameters without the need for adjoint code or auxiliary observation-to-latent encoders. Leveraging the fully differentiable, continuous-in-time-and-space nature of the surrogate, LEVDA naturally accommodates highly irregular sampling at arbitrary spatiotemporal locations. Across three challenging geophysical benchmarks, LEVDA matches or outperforms state-of-the-art latent filtering baselines under severe observational sparsity while providing more reliable uncertainty quantification. Simultaneously, it achieves substantially improved assimilation accuracy and computational efficiency compared to full-state 4DEnVar.

Pengpeng Xiao, Phillip Si, Peng Chen

Data assimilation techniques are crucial for correcting the trajectory when modeling complex physical systems. A recently developed data assimilation method, Latent Ensemble Score Filter (Latent-EnSF), has shown great promise in addressing the key limitation of EnSF for highly sparse observations in high-dimensional and nonlinear data assimilation problems. It performs data assimilation in a latent space for encoded states and observations in every assimilation step, and requires costly full dynamics to be evolved in the original space. In this paper, we introduce Latent Dynamics EnSF (LD-EnSF), a novel methodology that completely avoids the full dynamics evolution and significantly accelerates the data assimilation process, which is especially valuable for complex dynamical problems that require fast data assimilation in real time. To accomplish this, we introduce a novel variant of Latent Dynamics Networks (LDNets) to effectively capture and preserve the system's dynamics within a very low-dimensional latent space. Additionally, we propose a new method for encoding sparse observations into the latent space using Long Short-Term Memory (LSTM) networks, which leverage not only the current step's observations, as in Latent-EnSF, but also all previous steps, thereby improving the accuracy and robustness of the observation encoding. We demonstrate the robustness, accuracy, and efficiency of the proposed method for two challenging dynamical systems with highly sparse (in both space and time) and noisy observations.

Phillip Si, Allan Bishop, Volodymyr Kuleshov

Numerous applications of machine learning involve representing probability distributions over high-dimensional data. We propose autoregressive quantile flows, a flexible class of normalizing flow models trained using a novel objective based on proper scoring rules. Our objective does not require calculating computationally expensive determinants of Jacobians during training and supports new types of neural architectures, such as neural autoregressive flows from which it is easy to sample. We leverage these models in quantile flow regression, an approach that parameterizes predictive conditional distributions with flows, resulting in improved probabilistic predictions on tasks such as time series forecasting and object detection. Our novel objective functions and neural flow parameterizations also yield improvements on popular generation and density estimation tasks, and represent a step beyond maximum likelihood learning of flows.