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In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

Optimization and Control · Mathematics 2020-11-13 Bart de Leeuw , Svetlana Dubinkina

Financial markets are nonlinear with complexity, where different types of assets are traded between buyers and sellers, each having a view to maximize their Return on Investment (ROI). Forecasting market trends is a challenging task since…

Trading and Market Microstructure · Quantitative Finance 2024-11-22 Sahand Hassanizorgabad

The stochastic inflation program is a framework for understanding the dynamics of a quantum scalar field driving an inflationary phase. Though widely used and accepted, there have over recent years been serious criticisms of this theory. In…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Andrew Matacz

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

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

Recently, deep learning has emerged as a promising tool for statistical downscaling, the set of methods for generating high-resolution climate fields from coarse low-resolution variables. Nevertheless, their ability to generalize to climate…

Machine Learning · Computer Science 2023-05-03 Jose González-Abad , Jorge Baño-Medina

The popularity of data augmentation techniques in machine learning has increased in recent years, as they enable the creation of new samples from existing datasets. Rotational augmentation, in particular, has shown great promise by…

Computer Vision and Pattern Recognition · Computer Science 2023-06-13 Unai Muñoz-Aseguinolaza , Basilio Sierra , Naiara Aginako

We propose two new methods based/inspired by machine learning for tabular data and distance-free localization to enhance the covariance estimations in an ensemble data assimilation. The main goal is to enhance the data assimilation results…

Machine Learning · Computer Science 2025-07-31 Vinicius L. S. Silva , Gabriel S. Seabra , Alexandre A. Emerick

Contemporary weather forecasts are typically based on ensemble prediction systems, which consist of multiple runs of numerical weather prediction models that vary with respect to in the initial conditions and/or the the parameterization of…

Methodology · Statistics 2016-05-04 Roman Schefzik

Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…

Machine Learning · Computer Science 2025-06-09 Zeyuan Li , Qingdao Huang

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

An original graph clustering approach to efficient localization of error covariances is proposed within an ensemble-variational data assimilation framework. Here the localization term is very generic and refers to the idea of breaking up a…

Statistics Theory · Mathematics 2020-02-03 Sibo Cheng , Jean-Philippe Argaud , Bertrand Iooss , Angélique Ponçot , Didier Lucor

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

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

In this work, we systematically present a new dynamical systems approach to standard inflationary processes and their variants as constant-roll inflation. Using the techniques presented in our work one can in general investigate the…

General Relativity and Quantum Cosmology · Physics 2026-01-13 Sandip Biswas , Saddam Hussain , Kaushik Bhattacharya

Motion forecasting has become an increasingly critical component of autonomous robotic systems. Onboard compute budgets typically limit the accuracy of real-time systems. In this work we propose methods of improving motion forecasting…

Robotics · Computer Science 2024-05-15 Scott Ettinger , Kratarth Goel , Avikalp Srivastava , Rami Al-Rfou

Inflation is a major determinant for allocation decisions and its forecast is a fundamental aim of governments and central banks. However, forecasting inflation is not a trivial task, as its prediction relies on low frequency, highly…

Econometrics · Economics 2023-03-30 Maximilian Tschuchnig , Petra Tschuchnig , Cornelia Ferner , Michael Gadermayr

We propose a variant of hybrid inflation which is applicable in a wide class of supersymmetric grand unified models. The observed temperature perturbations of cosmic background radiation can be reproduced with natural values of the…

High Energy Physics - Phenomenology · Physics 2019-08-15 G. Lazarides , C. Panagiotakopoulos