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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…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Compressed Sensing using $\ell_1$ regularization is among the most powerful and popular sparsification technique in many applications, but why has it not been used to obtain sparse deep learning model such as convolutional neural network…

Machine Learning · Computer Science 2021-10-06 Juncai He , Xiaodong Jia , Jinchao Xu , Lian Zhang , Liang Zhao

In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is…

Statistics Theory · Mathematics 2011-05-19 Jun Shao , Yazhen Wang , Xinwei Deng , Sijian Wang

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

A new approach of solving the ill-conditioned inverse problem for analytical continuation is proposed. The root of the problem lies in the fact that even tiny noise of imaginary-time input data has a serious impact on the inferred…

Strongly Correlated Electrons · Physics 2017-06-28 Junya Otsuki , Masayuki Ohzeki , Hiroshi Shinaoka , Kazuyoshi Yoshimi

Regularization plays an important role in solving ill-posed problems by adding extra information about the desired solution, such as sparsity. Many regularization terms usually involve some vector norm, e.g., $L_1$ and $L_2$ norms. In this…

Numerical Analysis · Mathematics 2021-03-10 Weihong Guo , Yifei Lou , Jing Qin , Ming Yan

Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions…

Machine Learning · Computer Science 2020-10-22 Guannan Liang , Qianqian Tong , Jiahao Ding , Miao Pan , Jinbo Bi

This paper considers the use of total variation regularization in the recovery of approximately gradient sparse signals from their noisy discrete Fourier samples in the context of compressed sensing. It has been observed over the last…

Numerical Analysis · Mathematics 2014-07-22 Clarice Poon

We show how the 3DVAR data assimilation methodology can be used in the astrophysical context of a two-dimensional convection flow. We study the way this variational approach finds best estimates of the current state of the flow from a…

Solar and Stellar Astrophysics · Physics 2013-08-09 Andreas Svedin , Milena C. Cuellar , Axel Brandenburg

The problem of covariate-shift generalization has attracted intensive research attention. Previous stable learning algorithms employ sample reweighting schemes to decorrelate the covariates when there is no explicit domain information about…

Machine Learning · Computer Science 2022-12-05 Han Yu , Peng Cui , Yue He , Zheyan Shen , Yong Lin , Renzhe Xu , Xingxuan Zhang

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…

Dynamical Systems · Mathematics 2016-06-29 Ting Gao , Jinqiao Duan , Xingye Kan

In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…

Information Theory · Computer Science 2021-08-25 Hanshen Xiao , Yaowen Zhang , Guoqiang Xiao

Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive biases to learn complex relationships. We here design a…

Machine Learning · Computer Science 2022-11-18 Arthur Filoche , Julien Brajard , Anastase Charantonis , Dominique Béréziat

Sparse neural networks are highly desirable in deep learning in reducing its complexity. The goal of this paper is to study how choices of regularization parameters influence the sparsity level of learned neural networks. We first derive…

Machine Learning · Computer Science 2024-08-07 Lixin Shen , Rui Wang , Yuesheng Xu , Mingsong Yan

We prove consistence, convergence and stability of the Domain Decomposition in space and time method of 4DVAR Data Assimilation problem. We introduce the condition number of the problem and validate the theoretical analysis through…

Numerical Analysis · Mathematics 2021-12-14 Luisa D'Amore , Rosalba Cacciapuoti

Sparse optimization is a fundamental challenge in various practical applications. A popular approach to sparse optimization is $\ell_p$ regularization. However, it may encounter optimization instability due to the unbounded gradients when…

Machine Learning · Computer Science 2026-05-29 Huangyu Xu , Jingqin Yang , Qianqian Xu , Jiaye Teng

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically…

Atmospheric and Oceanic Physics · Physics 2015-05-30 Jochen Bröcker , Ivan G. Szendro

We consider scattered data approximation in samplet coordinates with $\ell_1$-regularization. The application of an $\ell_1$-regularization term enforces sparsity of the coefficients with respect to the samplet basis. Samplets are…

Machine Learning · Statistics 2024-04-03 Davide Baroli , Helmut Harbrecht , Michael Multerer

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

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…

Machine Learning · Computer Science 2026-02-24 Phillip Si , Peng Chen
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