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We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…

Machine Learning · Computer Science 2017-10-23 H. D. I. Abarbanel , P. J. Rozdeba , S. Shirman

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu

There is an urgent need to build models to tackle Indoor Air Quality issue. Since the model should be accurate and fast, Reduced Order Modelling technique is used to reduce the dimensionality of the problem. The accuracy of the model, that…

Data assimilation addresses the general problem of how to combine model-based predictions with partial and noisy observations of the process in an optimal manner. This survey focuses on sequential data assimilation techniques using…

Numerical Analysis · Mathematics 2019-08-15 Sebastian Reich

Data assimilation is the process to fuse information from priors, observations of nature, and numerical models, in order to obtain best estimates of the parameters or state of a physical system of interest. Presence of large errors in some…

Numerical Analysis · Mathematics 2015-11-06 Vishwas Rao , Adrian Sandu , Michael Ng , Elias Nino-Ruiz

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

Imitation learning enables robots to learn and replicate human behavior from training data. Recent advances in machine learning enable end-to-end learning approaches that directly process high-dimensional observation data, such as images.…

Robotics · Computer Science 2024-01-22 Koki Yamane , Sho Sakaino , Toshiaki Tsuji

Statistics and Optimization are foundational to modern Machine Learning. Here, we propose an alternative foundation based on Abstract Algebra, with mathematics that facilitates the analysis of learning. In this approach, the goal of the…

Machine Learning · Computer Science 2025-02-28 Fernando Martin-Maroto , Nabil Abderrahaman , David Mendez , Gonzalo G. de Polavieja

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

This paper addresses variational data assimilation from a learning point of view. Data assimilation aims to reconstruct the time evolution of some state given a series of observations, possibly noisy and irregularly-sampled. Using automatic…

Computational Physics · Physics 2021-11-10 Ronan Fablet , Bertrand Chapron , Lucas. Drumetz , Etienne Memin , Olivier Pannekoucke , Francois Rousseau

Modern statistical analysis often encounters high-dimensional problems but with a limited sample size. It poses great challenges to traditional statistical estimation methods. In this work, we adopt auxiliary learning to solve the…

Statistics Theory · Mathematics 2025-01-08 Hanchao Yan , Feifei Wang , Chuanxin Xia , Hansheng Wang

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

The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…

Statistical Mechanics · Physics 2024-11-08 Andrea E. V. Ferrari , Prateek Gupta , Nabil Iqbal

Artificial neural networks thrive in solving the classification problem for a particular rigid task, acquiring knowledge through generalized learning behaviour from a distinct training phase. The resulting network resembles a static entity…

Computer Vision and Pattern Recognition · Computer Science 2021-04-19 Matthias De Lange , Rahaf Aljundi , Marc Masana , Sarah Parisot , Xu Jia , Ales Leonardis , Gregory Slabaugh , Tinne Tuytelaars

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

In many real-life tasks of application of supervised learning approaches, all the training data are not available at the same time. The examples are lifelong image classification or recognition of environmental objects during interaction of…

Machine Learning · Computer Science 2020-06-15 Miltiadis Poursanidis , Jenny Benois-Pineau , Akka Zemmari , Boris Mansenca , Aymar de Rugy
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