Related papers: Sensitivity And Out-Of-Sample Error in Continuous …

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…

We present a new approach for deriving sampled-data observers from continuous-time observers that feature an Input-to-Output Stability property with respect to the output measurement noise and exponential convergence in the noiseless case.…

Nudging is an empirical data assimilation technique that incorporates an observation-driven control term into the model dynamics. The trajectory of the nudged system approaches the true system trajectory over time, even when the initial…

Changepoint detection is commonly formulated by minimizing the sum of in-sample losses to quantify the model's overall fit. However, for flexible modeling procedures -- especially those involving high-dimensional parameter spaces or…

This paper improves the spectrally-filtered direct-insertion downscaling method for discrete-in-time data assimilation by introducing a relaxation parameter that overcomes a constraint on the observation frequency. Numerical simulations…

A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…

Learning the continuous dynamics of a system from snapshots of its temporal marginals is a problem which appears throughout natural sciences and machine learning, including in quantum systems, single-cell biological data, and generative…

Data assimilation is the task of combining mathematical models with observational data. From a mathematical perspective data assimilation leads to Bayesian inference problems which can be formulated in terms of Feynman-Kac formulae. In this…

The four-dimensional variational data assimilation methodology for assimilating noisy observations into a deterministic model has been the workhorse of forecasting centers for over three decades. While this method provides a computationally…

We describe a new approach allowing for systematic causal attribution of weather and climate-related events, in near-real time. The method is purposely designed to facilitate its implementation at meteorological centers by relying on data…

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Dynamical sampling refers to a class of problems in which space-time samples are taken from a signal evolving under an underlying dynamical system. The goal is to use these samples to recover relevant information about the system, such as…

We consider the problem of evaluating the performance of a decision policy using past observational data. The outcome of a policy is measured in terms of a loss (aka. disutility or negative reward) and the main problem is making valid…

Adaptivity is an important feature of data analysis---the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model,…

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Four-dimensional variational data assimilation (4D-Var) on a seasonal-to-interdecadal time scale under the existence of unstable modes can be viewed as an optimization problem of synchronized, coupled chaotic systems. The problem is tackled…

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Data assimilation (DA) solves the inverse problem of inferring initial conditions given data and a model. Here we use biophysically motivated Hodgkin-Huxley (HH) models of avian HVCI neurons, experimentally obtained recordings of these…