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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,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

During the last few years discontinuous Galerkin (DG) methods have received increased interest from the geophysical community. In these methods the solution in each grid cell is approximated as a linear combination of basis functions.…

Atmospheric and Oceanic Physics · Physics 2025-02-19 Ivo Pasmans , Yumeng Chen , Alberto Carrassi , Chris K. R. T. Jones

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…

Dynamical Systems · Mathematics 2014-07-15 Yuan Cheng , Sebastian Reich

Data assimilation (DA) estimates a dynamical system's state from noisy observations. Recent generative models like the ensemble score filter (EnSF) improve DA in high-dimensional nonlinear settings but are computationally expensive. We…

Machine Learning · Statistics 2025-09-30 Taos Transue , Bohan Chen , So Takao , Bao Wang

Data assimilation (DA), as an indispensable component within contemporary Numerical Weather Prediction (NWP) systems, plays a crucial role in generating the analysis that significantly impacts forecast performance. Nevertheless, the…

Machine Learning · Computer Science 2026-03-17 Xiaoze Xu , Xiuyu Sun , Wei Han , Xiaohui Zhong , Lei Chen , Hao Li

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Research on Artificial Intelligence (AI)-based Data Assimilation (DA) is expanding rapidly. However, the absence of an objective, comprehensive, and real-world benchmark hinders the fair comparison of diverse methods. Here, we introduce…

Machine Learning · Computer Science 2026-02-17 Wuxin Wang , Weicheng Ni , Ben Fei , Tao Han , Lilan Huang , Taikang Yuan , Xiaoyong Li , Lei Bai , Boheng Duan , Kaijun Ren

A flexible representation of uncertainty that remains within the standard framework of probabilistic measure theory is presented along with a study of its properties. This representation relies on a specific type of outer measure that is…

Information Theory · Computer Science 2016-11-10 Jeremie Houssineau , Daniel E. Clark

We investigate the ability to discover data assimilation (DA) schemes meant for chaotic dynamics with deep learning. The focus is on learning the analysis step of sequential DA, from state trajectories and their observations, using a simple…

We develop a new randomized iterative algorithm---stochastic dual ascent (SDA)---for finding the projection of a given vector onto the solution space of a linear system. The method is dual in nature: with the dual being a non-strongly…

Numerical Analysis · Mathematics 2016-01-29 Robert Mansel Gower , Peter Richtarik

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

Data assimilation algorithms combine prior and observational information, weighted by their respective uncertainties, to obtain the most likely posterior of a dynamical system. In variational data assimilation the posterior is computed by…

Numerical Analysis · Mathematics 2021-05-24 Jemima M. Tabeart , Sarah L. Dance , Amos S. Lawless , Nancy K. Nichols , Joanne A. Waller

Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Donglin Liu , Francisco García Atienza , Mengwu Guo

This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…

Data Analysis, Statistics and Probability · Physics 2019-10-28 Nicolas Bousserez , Daven K. Henze

Data assimilation will be essential for the management and expansion of geological carbon storage operations. In traditional data assimilation approaches a fixed set of geological hyperparameters, such as mean and standard deviation of…

Machine Learning · Computer Science 2025-02-18 Wenchao Teng , Louis J. Durlofsky

Adaptive moving spatial meshes are useful for solving physical models given by time-dependent partial differentialequations. However, special consideration must be given when combining adaptive meshing procedures with ensemble-based data…

Numerical Analysis · Mathematics 2022-07-27 Cassidy Krause , Weizhang Huang , David B Mechem , Erik S Van Vleck , Min Zhang

This paper presents a reduced-order approach for four-dimensional variational data assimilation, based on a prior EO F analysis of a model trajectory. This method implies two main advantages: a natural model-based definition of a mul…

Data plays a pivotal role in the groundbreaking advancements in artificial intelligence. The quantitative analysis of data significantly contributes to model training, enhancing both the efficiency and quality of data utilization. However,…

Machine Learning · Computer Science 2025-08-21 Haoru Tan , Sitong Wu , Xiuzhe Wu , Wang Wang , Bo Zhao , Zeke Xie , Gui-Song Xia , Xiaojuan Qi

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen

As a powerful tool for longitudinal data analysis, the generalized estimating equations have been widely studied in the academic community. However, in large-scale settings, this approach faces pronounced computational and storage…

Computation · Statistics 2025-08-29 Chunjing Li , Jiahui Zhang , Xiaohui Yuan