Related papers: Self-Consistent Stochastic Model Errors in Data As…

In data assimilation, an ensemble provides a way to propagate the probability density of a system described by a nonlinear prediction model. Although a large ensemble size is required for statistical accuracy, the ensemble size is typically…

Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in…

Empirical modelling often aims for the simplest model consistent with the data. A new technique is presented which quantifies the consistency of the model dynamics as a function of location in state space. As is well-known, traditional…

We consider a typical learning problem of point estimations for modeling of nonlinear functions or dynamical systems in which generalization, i.e., verifying a given learned model, can be embedded as an integral part of the learning process…

Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…

In this paper we propose the use of a continuous data assimilation algorithm for miscible flow models in a porous medium. In the absence of initial conditions for the model, observed sparse measurements are used to generate an approximation…

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…

Stochastic parameterizations are increasingly being used to represent the uncertainty associated with model errors in ensemble forecasting and data assimilation. One of the challenges associated with the use of these parameterizations is…

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or…

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

State estimates from weak constraint 4D-Var data assimilation can vary significantly depending on the data and model error covariances. As a result, the accuracy of these estimates heavily depends on the correct specification of both model…

Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…

Nudging is a data assimilation method amenable to both analysis and implementation. It also has the (reported) advantage of being insensitive to model errors compared to other assimilation methods. However, nudging behavior in the presence…

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

A simplified model of natural convection, similar to the Lorenz (1963) system, is compared to computational fluid dynamics simulations in order to test data assimilation methods and better understand the dynamics of convection. The…

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…