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The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend…

Methodology · Statistics 2023-12-25 Daniele Girolimetto , George Athanasopoulos , Tommaso Di Fonzo , Rob J Hyndman

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Machine Learning · Computer Science 2019-06-04 Minsuk Shin , Young Lee , Jun S. Liu

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Data Analysis, Statistics and Probability · Physics 2016-12-06 Juan M. Restrepo , Shankar C. Venkataramani

The near-surface environment is often too complex to enable inference of hydrological and environmental variables using one geophysical data type alone. Joint inversion and coupled inverse modeling involving numerical flow- and transport…

Geophysics · Physics 2017-01-09 N. Linde , J. Doetsch

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

Geological parameterization entails the representation of a geomodel using a small set of latent variables and a mapping from these variables to grid-block properties such as porosity and permeability. Parameterization is useful for data…

Computer Vision and Pattern Recognition · Computer Science 2026-03-16 Guido Di Federico , Louis J. Durlofsky

Reconstructing near-wall turbulence from wall-based measurements is a critical yet inherently ill-posed problem in wall-bounded flows, where limited sensing and spatially heterogeneous flow-wall coupling challenge deterministic estimation…

Fluid Dynamics · Physics 2025-04-22 Meet Hemant Parikh , Xiantao Fan , Jian-Xun Wang

Flow and transport in fractured geological media are strongly controlled by aperture heterogeneity and uncertainty in subsurface characterisation, yet most upscaling approaches rely on deterministic representations of fracture permeability.…

Computational Physics · Physics 2026-04-20 Sarah Perez , Florian Doster , Hannah Menke , Ahmed ElSheikh , Andreas Busch

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

A flood of reliable seismic data will soon arrive. The migration to larger telescopes on the ground may free up 4-m class instruments for multi-site campaigns, and several forthcoming satellite missions promise to yield nearly uninterrupted…

Astrophysics · Physics 2007-05-23 Travis S. Metcalfe

History Matching is a technique used to calibrate complex computer models, that is, finding the input settings which lead to the simulated output matching up with real world observations. Key to this technique is the construction of…

Applications · Statistics 2020-12-22 Evan Baker , Peter Challenor , Matt Eames

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

Stochastic parametrisations are used in weather and climate models to improve the representation of unpredictable unresolved processes. When compared to a deterministic model, a stochastic model represents `model uncertainty', i.e., sources…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Hannah M. Christensen

Models under location uncertainty are derived assuming that a component of the velocity is uncorrelated in time. The material derivative is accordingly modified to include an advection correction, inhomogeneous and anisotropic diffusion…

Atmospheric and Oceanic Physics · Physics 2017-05-31 Valentin Resseguier , Etienne Memin , Bertrand Chapron

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Reservoir models are numerical representations of the subsurface petrophysical properties such as porosity, volume of minerals and fluid saturations. These are often derived from elastic models inferred from seismic inversion in a two-step…

Geophysics · Physics 2018-12-26 Leonardo Azevedo , Dario Grana , Catarina Amaro

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…

Applications · Statistics 2017-11-22 Jacob Skauvold , Jo Eidsvik