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2503.12273

Probabilistic Forecasting for Dynamical Systems with Missing or Imperfect Data

Siddharth Rout, Eldad Haber, Stéphane Gaudreault

incompletemedium confidence
Category
math.DS
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper sets up the SI/flow-matching loss with the linear interpolant qt = t qT + (1−t) q0 and proposes to train vθ by minimizing 1/2 Eq0,qT ∫0^1 ||vθ(qt,t) − (qT−q0)||^2 dt, then integrate q̇ = vθ(q,t) from π0 to forecast πT, and also introduces a symmetric flow that encodes to z ~ N(0,I) at t=1/2 and decodes back, with noise injection at mid-time (equations (7)–(15)) . However, it does not provide the key theoretical steps: (i) the weak continuity equation for the law curve Law(Qt) with velocity v*(x,t)=E[qT−q0 | Qt=x], (ii) the L^2 projection identity showing v* is the unique minimizer (μ-a.e.), nor (iii) conditions ensuring uniqueness/well-posedness so that integrating v* indeed transports π0 to πT. The candidate solution supplies exactly these missing steps (continuity-equation proof, conditional-expectation optimality, and the symmetric-flow/noise linearization), which are standard and correct under mild regularity. Thus, the paper’s argument is incomplete (no rigorous guarantees), while the model’s reconciliation is correct and fills the essential gaps. The paper’s broader narrative and equations match the candidate’s framework, but the paper does not prove them; it asserts or demonstrates empirically (e.g., mid-time Gaussianization) without the needed hypotheses or proofs .

Referee report (LaTeX)

\textbf{Recommendation:} major revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The paper demonstrates a practical and promising SI-based framework for probabilistic forecasting and introduces a symmetric-flow perturbation scheme. However, the theoretical development is incomplete: the continuity-equation link, the conditional-expectation characterization of the population minimizer, and uniqueness/well-posedness assumptions are not established. Adding these results (or clearly delimiting claims to empirical scope) would significantly increase rigor and impact.