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``Online" data assimilation (DA) is used to generate a new seasonal-resolution reanalysis dataset over the last millennium by combining forecasts from an ocean--atmosphere--sea-ice coupled linear inverse model with climate proxy records.…
We propose an outlier robust multivariate time series model which can be used for detecting previously unseen anomalous sounds based on noisy training data. The presented approach doesn't assume the presence of labeled anomalies in the…
In the current era of big data, researchers routinely collect and analyze data of super-large sample sizes. Data-oriented statistical methods have been developed to extract information from super-large data. Smoothing spline ANOVA (SSANOVA)…
Time series forecasting is a fundamental tool with wide ranging applications, yet recent debates question whether complex nonlinear architectures truly outperform simple linear models. Prior claims of dominance of the linear model often…
In this work, we introduce a novel approach for determining a joint sparse spectrum from several non-uniformly sampled data sets, where each data set is assumed to have its own, possibly disjoint, and only partially known, sampling times.…
We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…
Sparse regression has emerged as a popular technique for learning dynamical systems from temporal data, beginning with the SINDy (Sparse Identification of Nonlinear Dynamics) framework proposed by arXiv:1509.03580. Quantifying the…
A new algorithm is presented for reconstructing stochastic nonlinear dynamical models from noisy time-series data. The approach is analytical; consequently, the resulting algorithm does not require an extensive global search for the model…
The discovery of governing equations from data has been an active field of research for decades. One widely used methodology for this purpose is sparse regression for nonlinear dynamics, known as SINDy. Despite several attempts, noisy and…
Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…
Seismic data denoising is an important part of seismic data processing, which directly relate to the follow-up processing of seismic data. In terms of this issue, many authors proposed many methods based on rank reduction, sparse…
The matrix profile (MP) is a data structure computed from a time series which encodes the data required to locate motifs and discords, corresponding to recurring patterns and outliers respectively. When the time series contains noisy data…
Time-lapse seismic data acquisition is an essential tool to monitor changes in a reservoir due to fluid injection, such as CO$_2$ injection. By acquiring multiple seismic surveys in the exact location, we can identify the reservoir changes…
We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…
It is critical that the models pay attention not only to accuracy but also to the certainty of prediction. Uncertain predictions of deep models caused by noisy data raise significant concerns in trustworthy AI areas. To explore and handle…
Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively,…
The sparse identification of nonlinear dynamics (SINDy) is a regression framework for the discovery of parsimonious dynamic models and governing equations from time-series data. As with all system identification methods, noisy measurements…
Are temperature reconstructions possibly biased due to regionally differing density of utilized proxy-networks? This question is assessed utilizing a simple process-based forward model of tree growth in the virtual reality of two…
We propose an algorithm based on online convex optimization for controlling discrete-time linear dynamical systems. The algorithm is data-driven, i.e., does not require a model of the system, and is able to handle a priori unknown and…
Accurate reconstruction of ocean is essential for reflecting global climate dynamics and supporting marine meteorological research. Conventional methods face challenges due to sparse data, algorithmic complexity, and high computational…