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The predictive advantage of combining several different predictive models is widely accepted. Particularly in time series forecasting problems, this combination is often dynamic to cope with potential non-stationary sources of variation…

Machine Learning · Statistics 2021-04-06 Vitor Cerqueira , Luis Torgo , Carlos Soares , Albert Bifet

This chapter provides various perspective on an important challenge in data assimilation: model error. While the overall goal is to understand the implication of model error of any type in data assimilation, we emphasize on the effect of…

Dynamical Systems · Mathematics 2015-07-02 John Harlim

A key factor in ensuring the accuracy of computer simulations that model physical systems is the proper calibration of their parameters based on real-world observations or experimental data. Inevitably, uncertainties arise, and Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-25 Daniel Andrés Arcones , Martin Weiser , Phaedon-Stelios Koutsourelakis , Jörg F. Unger

Models trained on different datasets can be merged by a weighted-averaging of their parameters, but why does it work and when can it fail? Here, we connect the inaccuracy of weighted-averaging to mismatches in the gradients and propose a…

Machine Learning · Computer Science 2024-08-26 Nico Daheim , Thomas Möllenhoff , Edoardo Maria Ponti , Iryna Gurevych , Mohammad Emtiyaz Khan

Simulator imperfection, often known as model error, is ubiquitous in practical data assimilation problems. Despite the enormous efforts dedicated to addressing this problem, properly handling simulator imperfection in data assimilation…

Optimization and Control · Mathematics 2019-08-06 Xiaodong Luo

This paper proposes a model validation method that incorporates error due to numerical procedures. Two identified models for Sine Map and Duffing-Ueda Circuit systems have been investigated. The indexes RMSE and MAPE have been applied. We…

Signal Processing · Electrical Eng. & Systems 2017-11-22 Igor C. Silva , Gabriel H. A. Silva , Samir A. M. Martins , Erivelton G. Nepomuceno

There are many issues that can cause problems when attempting to infer model parameters from data. Data and models are both imperfect, and as such there are multiple scenarios in which standard methods of inference will lead to misleading…

Computation · Statistics 2024-05-01 Simon L. Cotter

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

We propose the application of iterative regularization for the development of ensemble methods for solving Bayesian inverse problems. In concrete, we construct (i) a variational iterative regularizing ensemble Levenberg-Marquardt method…

Numerical Analysis · Mathematics 2014-06-25 Marco A. Iglesias

Time series anomaly detection is an important task, with applications in a broad variety of domains. Many approaches have been proposed in recent years, but often they require that the length of the anomalies be known in advance and…

Machine Learning · Computer Science 2020-01-31 Yifeng Gao , Jessica Lin , Constantin Brif

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

Machine learning models have emerged as a very effective strategy to sidestep time-consuming electronic-structure calculations, enabling accurate simulations of greater size, time scale and complexity. Given the interpolative nature of…

Integrated Assessment Models (IAMs) are pivotal tools that synthesize knowledge from climate science, economics, and policy to evaluate the interactions between human activities and the climate system. They serve as essential instruments…

General Economics · Economics 2025-11-04 Yongyang Cai

We explore the relationship among model fidelity, experimental design, and parameter estimation in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many…

Quantitative Methods · Quantitative Biology 2017-02-08 Andrew White , Malachi Tolman , Howard D. Thames , Hubert Rodney Withers , Kathy A. Mason , Mark K. Transtrum

This chapter describes a novel approach for the treatment of model error in geophysical data assimilation. In this method, model error is treated as a deterministic process fully correlated in time. This allows for the derivation of the…

Atmospheric and Oceanic Physics · Physics 2015-11-11 Alberto Carrassi , Stéphane Vannitsem

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

Methodology · Statistics 2025-03-06 Matthew J Simpson , Ruth E Baker

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

Mathematical models are invaluable for understanding and predicting how biological systems behave, although their construction requires specifying mechanisms and relationships that are often not perfectly known. In the presence of multiple…

The dynamic ensemble selection of classifiers is an effective approach for processing label-imbalanced data classifications. However, such a technique is prone to overfitting, owing to the lack of regularization methods and the dependence…

Machine Learning · Computer Science 2020-11-09 Chen Wang , Chengyuan Deng , Zhoulu Yu , Dafeng Hui , Xiaofeng Gong , Ruisen Luo

When analyzing real-world data it is common to work with event ensembles, which comprise sets of observations that collectively constrain the parameters of an underlying model of interest. Such models often have a hierarchical structure,…

Machine Learning · Statistics 2024-02-22 Lukas Heinrich , Siddharth Mishra-Sharma , Chris Pollard , Philipp Windischhofer