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We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu

Continuous data assimilation (CDA) is a method that continuously integrates observational data into a dynamical system to improve model accuracy in real-time. The AOT algorithm is one of the most widely used methods in CDA due to its…

Optimization and Control · Mathematics 2024-07-25 Ning Ning , Collin Victor

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

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

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system…

Chaotic Dynamics · Physics 2009-11-13 Alberto Carrassi , Michael Ghil , Anna Trevisan , Francesco Uboldi

An intrinsic property of almost any physical measuring device is that it makes observations which are slightly blurred in time. We consider a nudging-based approach for data assimilation that constructs an approximate solution based on a…

Analysis of PDEs · Mathematics 2018-09-05 Michael S. Jolly , Vincent R. Martinez , Eric J. Olson , Edriss S. Titi

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

We describe a new approach allowing for systematic causal attribution of weather and climate-related events, in near-real time. The method is purposely designed to facilitate its implementation at meteorological centers by relying on data…

In this article, we prove that data assimilation by feedback nudging can be achieved for the three-dimensional quasi-geostrophic equation in a simplified scenario using only large spatial scale observables on the dynamical boundary. On this…

Analysis of PDEs · Mathematics 2016-12-12 Michael S. Jolly , Vincent R. Martinez , Edriss S. Titi

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

The recent surge in machine learning (ML) methods for geophysical modeling has raised the question of how these methods might be applied to data assimilation (DA). We focus on diffusion modeling (a form of generative artificial…

Atmospheric and Oceanic Physics · Physics 2025-08-29 Daniel Hodyss , Matthias Morzfeld

The accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algorithm presented here is a particle filter that combines model…

Numerical Analysis · Mathematics 2020-04-22 Colin Cotter , Dan Crisan , Darryl Holm , Wei Pan , Igor Shevchenko

We introduce three new nonlinear continuous data assimilation algorithms. These models are compared with the linear continuous data assimilation algorithm introduced by Azouani, Olson, and Titi (AOT). As a proof-of-concept for these models,…

Analysis of PDEs · Mathematics 2017-03-13 Adam Larios , Yuan Pei

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

Despite advances in test-time scaling and diffusion finetuning, guidance for Auto-Regressive Diffusion Models (ARDMs) remains underexplored. We introduce an amortized framework that augments a pretrained ARDM with an offline-trained…

Machine Learning · Computer Science 2026-05-12 Prakhar Srivastava , Farrin Marouf Sofian , Francesco Immorlano , Kushagra Pandey , Stephan Mandt

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

We formulate a strong equivalence between machine learning, artificial intelligence methods and the formulation of statistical data assimilation as used widely in physical and biological sciences. The correspondence is that layer number in…

Artificial Intelligence · Computer Science 2017-07-06 Henry Abarbanel , Paul Rozdeba , Sasha Shirman

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik