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In this work, we study decentralized convex constrained optimization problems in networks. We focus on the dual averaging-based algorithmic framework that is well-documented to be superior in handling constraints and complex communication…

Optimization and Control · Mathematics 2022-08-16 Changxin Liu , Yang Shi , Huiping Li , Wenli Du

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…

Machine Learning · Computer Science 2025-10-02 Thomas Savary , François Rozet , Gilles Louppe

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

Advances in data assimilation (DA) methods have greatly improved the accuracy of Earth system predictions. To fuse multi-source data and reconstruct the nonlinear evolution missing from observations, geoscientists are developing…

Atmospheric and Oceanic Physics · Physics 2024-12-19 Qingyu Zheng , Guijun Han , Wei Li , Lige Cao , Gongfu Zhou , Haowen Wu , Qi Shao , Ru Wang , Xiaobo Wu , Xudong Cui , Hong Li , Xuan Wang

AI and data-driven models have large potential for data assimilation applications by creating fast and accurate forecasts. Their tendency to produce spurious inaccurate, nonphysical results -- hallucination -- however, raises a serious…

Computational Engineering, Finance, and Science · Computer Science 2026-04-28 Andrey A. Popov

The requirements of modern sensing are rapidly evolving, driven by increasing demands for data efficiency, real-time processing, and deployment under limited sensing coverage. Complex physical systems are often characterized through the…

Machine Learning · Computer Science 2025-12-02 Yuxuan Bao , J. Nathan Kutz

The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…

Machine Learning · Statistics 2020-03-31 Marc Bocquet , Julien Brajard , Alberto Carrassi , Laurent Bertino

Previous works have shown that the small-scale information of incompressible homogeneous isotropic turbulence (HIT) is fully recoverable as long as sufficient large-scale structures are continuously enforced through temporally continuous…

Fluid Dynamics · Physics 2022-06-22 Yunpeng Wang , Zelong Yuan , Chenyue Xie , Jianchun Wang

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…

Machine Learning · Computer Science 2025-07-09 Dongyoon Kim , Sungjae Lee , Wonjin Lee , Kwang In Kim

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension…

Analysis of PDEs · Mathematics 2015-06-19 Hakima Bessaih , Eric Olson , E. S. Titi

An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang

Accurate weather and climate prediction relies on data assimilation (DA), which estimates the Earth system state by integrating observations with models. While exascale computing has significantly advanced earth simulation, scalable and…

Data assimilation combines forecasts from a numerical model with observations. Most of the current data assimilation algorithms consider the model and observation error terms as additive Gaussian noise, specified by their covariance…

A large-scale, general-purpose data assimilation (DA) platform for materials modeling, douka, was developed and applied to nonlinear materials models. The platform demonstrated its effectiveness in estimating physical properties that cannot…

Materials Science · Physics 2025-04-16 Aoi Watanabe , Ryuhei Sato , Ikuya Kinefuchi , Yasushi Shibuta

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown…

Machine Learning · Statistics 2025-11-25 Shreya Sinha-Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

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

We assess the utility of an optimization-based data assimilation (D.A.) technique for treating the problem of nonlinear neutrino flavor transformation in core collapse supernovae. D.A. uses measurements obtained from a physical system to…

High Energy Astrophysical Phenomena · Physics 2017-10-18 Eve Armstrong , Amol V. Patwardhan , Lucas Johns , Chad T. Kishimoto , Henry D. I. Abarbanel , George M. Fuller

To fast approximate maximum likelihood estimators with massive data, this paper studies the Optimal Subsampling Method under the A-optimality Criterion (OSMAC) for generalized linear models. The consistency and asymptotic normality of the…

Methodology · Statistics 2021-06-15 Mingyao Ai , Jun Yu , Huiming Zhang , HaiYing Wang