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Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb

Data assimilation (DA) integrates observational data with numerical models to improve the prediction of complex physical systems. However, traditional DA methods often struggle with nonlinear dynamics and multi-scale variability,…

Computational Engineering, Finance, and Science · Computer Science 2026-01-29 Hyeonggeun Yun , Quanling Deng

Prediction of chaotic systems relies on a floating fusion of sensor data (observations) with a numerical model to decide on a good system trajectory and to compensate nonlinear feedback effects. Ensemble-based data assimilation (DA) is a…

Computational Engineering, Finance, and Science · Computer Science 2020-11-26 Sebastian Friedemann , Bruno Raffin

We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the…

Applications · Statistics 2017-04-05 Alberto Carrassi , Marc Bocquet , Alexis Hannart , Michael Ghil

Domain adaption (DA) allows machine learning methods trained on data sampled from one distribution to be applied to data sampled from another. It is thus of great practical importance to the application of such methods. Despite the fact…

Computer Vision and Pattern Recognition · Computer Science 2017-07-20 Hao Lu , Lei Zhang , Zhiguo Cao , Wei Wei , Ke Xian , Chunhua Shen , Anton van den Hengel

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

This paper considers a class of real-time stochastic optimization problems dependent on an unknown probability distribution. In the considered scenario, data is streaming frequently while trying to reach a decision. Thus, we aim to devise a…

Optimization and Control · Mathematics 2020-09-08 Dan Li , Sonia Martinez

Variational data assimilation is a technique for combining measured data with dynamical models. It is a key component of Earth system state estimation and is commonly used in weather and ocean forecasting. The approach involves a…

Numerical Analysis · Mathematics 2026-04-30 I. Daužickaitė , M. A. Freitag , S. Gürol , A. S. Lawless , A. Ramage , J. A. Scott , J. M. Tabeart

Data Assimilation (DA) has enabled huge improvements in the skill of terrestrial operational weather forecasting. In this study, we use a variational DA scheme with a computationally efficient solar wind model and in situ observations from…

Space Physics · Physics 2021-08-04 Matthew Lang , Jake Witherington , Harriet Turner , Matt Owens , Pete Riley

In statistical data assimilation (SDA) and supervised machine learning (ML), we wish to transfer information from observations to a model of the processes underlying those observations. For SDA, the model consists of a set of differential…

Data Analysis, Statistics and Probability · Physics 2020-01-22 Zheng Fang , Adrian S. Wong , Kangbo Hao , Alexander J. A. Ty , Henry D. I. Abarbanel

Statistical Data Assimilation (SDA) is the transfer of information from field or laboratory observations to a user selected model of the dynamical system producing those observations. The data is noisy and the model has errors; the…

Computation · Statistics 2019-01-16 Adrian S. Wong , Kangbo Hao , Zheng Fang , Henry D. I. Abarbanel

A thermal convection loop is a circular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, forming an…

Dynamical Systems · Mathematics 2016-06-24 Andrew J. Reagan

A framework for data assimilation combining aspects of operator-theoretic ergodic theory and quantum mechanics is developed. This framework adapts the Dirac--von Neumann formalism of quantum dynamics and measurement to perform sequential…

Mathematical Physics · Physics 2019-09-18 Dimitrios Giannakis

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

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

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

Continuous data assimilation (CDA) methods, such as the nudging algorithm introduced by Azouani, Olson, and Titi (AOT), have proven to be highly effective in deterministic settings for asymptotically synchronizing approximate solutions with…

Probability · Mathematics 2026-01-27 Kush Kinra

Despite advances in test-time scaling and diffusion finetuning, guidance for Auto-Regressive Diffusion Models (ARDMs) remains underexplored. We introduce an amortized framework that augments a pretrained ARDM with an offline-trained…

Machine Learning · Computer Science 2026-05-12 Prakhar Srivastava , Farrin Marouf Sofian , Francesco Immorlano , Kushagra Pandey , Stephan Mandt
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