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Sampling from a multimodal distribution is a fundamental and challenging problem in computational science and statistics. Among various approaches proposed for this task, one popular method is Annealed Importance Sampling (AIS). In this…

Computation · Statistics 2024-11-07 Haoxuan Chen , Lexing Ying

Models trained on semantically related datasets and tasks exhibit comparable inter-sample relations within their latent spaces. We investigate in this study the aggregation of such latent spaces to create a unified space encompassing the…

This survey paper is written with the intention of giving a mathematical introduction to filtering techniques for intermittent data assimilation, and to survey some recent advances in the field. The paper is divided into three parts. The…

Numerical Analysis · Mathematics 2012-09-03 Colin J. Cotter , Sebastian Reich

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy…

Machine Learning · Computer Science 2018-12-20 Jeremiah Zhe Liu , John Paisley , Marianthi-Anna Kioumourtzoglou , Brent A. Coull

The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

In using data assimilation to import information from observations to estimate parameters and state variables of a model, one must assume a distribution for the noise in the measurements and in the model errors. Using the path integral…

Chaotic Dynamics · Physics 2010-12-10 Henry D. I. Abarbanel

Machine learning models have shown great success in predicting weather up to two weeks ahead, outperforming process-based benchmarks. However, existing approaches mostly focus on the prediction task, and do not incorporate the necessary…

This tutorial provides a broad introduction to Bayesian data assimilation that will be useful to practitioners, in interpreting algorithms and results, and for theoretical studies developing novel schemes with an understanding of the rich…

Optimization and Control · Mathematics 2022-03-28 Colin Grudzien , Marc Bocquet

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…

Computation · Statistics 2019-10-23 Guillermo Scheffler , Juan Ruiz , Manuel Pulido

Integrated models are a popular tool for analyzing species of conservation concern. Species of conservation concern are often monitored by multiple entities that generate several datasets. Individually, these datasets may be insufficient…

Forecast combination -- the aggregation of individual forecasts from multiple experts or models -- is a proven approach to economic forecasting. To date, research on economic forecasting has concentrated on local combination methods, which…

Econometrics · Economics 2024-03-12 Ryan Thompson , Yilin Qian , Andrey L. Vasnev

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Training data compositions for Large Language Models (LLMs) can significantly affect their downstream performance. However, a thorough data ablation study exploring large sets of candidate data mixtures is typically prohibitively expensive…

Computation and Language · Computer Science 2024-12-10 Clara Na , Ian Magnusson , Ananya Harsh Jha , Tom Sherborne , Emma Strubell , Jesse Dodge , Pradeep Dasigi

Performing Data Assimilation (DA) at a low cost is of prime concern in Earth system modeling, particularly at the time of big data where huge quantities of observations are available. Capitalizing on the ability of Neural Networks…

Machine Learning · Computer Science 2021-11-24 Mathis Peyron , Anthony Fillion , Selime Gürol , Victor Marchais , Serge Gratton , Pierre Boudier , Gael Goret

Data assimilation techniques, such as ensemble Kalman filtering, have been shown to be a highly effective and efficient way to combine noisy data with a mathematical model to track and forecast dynamical systems. However, when dealing with…

Dynamical Systems · Mathematics 2023-05-17 Stephen A Falconer , David J. B. Lloyd , Naratip Santitissadeekorn

The vast majority of Dimensionality Reduction (DR) techniques rely on second-order statistics to define their optimization objective. Even though this provides adequate results in most cases, it comes with several shortcomings. The methods…

Computer Vision and Pattern Recognition · Computer Science 2017-08-21 Nikolaos Passalis , Anastasios Tefas

We propose an algorithmic framework, that employs active subspace techniques, for scalable global optimization of functions with low effective dimension (also referred to as low-rank functions). This proposal replaces the original…

Optimization and Control · Mathematics 2024-02-01 Coralia Cartis , Xinzhu Liang , Estelle Massart , Adilet Otemissov

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

Machine Learning · Computer Science 2026-05-26 Zhilin Li , Zhou Yao , Xianglong Li , Zeng Liu , Zhaokuan Lu , Shanlin Xu , Seungnam Kim , Guangyao Wang

We propose a task-agnostic framework for multimodal fusion of time series and single timestamp images, enabling cross-modal generation and robust downstream performance. Our approach explores deterministic and learned strategies for time…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Gianfranco Basile , Johannes Jakubik , Benedikt Blumenstiel , Thomas Brunschwiler , Juan Bernabe Moreno

Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble…

Machine Learning · Computer Science 2018-10-29 Hamideh Hajiabadi , Reza Monsefi , Hadi Sadoghi Yazdi
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