Related papers: 3D-VAR for Parametrized Partial Differential Equat…

A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spatio-temporal data, most methods do not take the spatial and…

We investigate a projection-based reduced-order model of the steady incompressible Navier-Stokes equations for moderate Reynolds numbers. In particular, we construct an "embedded" reduced basis space, by applying proper orthogonal…

We consider the problem of 3D shape reconstruction from multi-modal data, given uncertain calibration parameters. Typically, 3D data modalities can be in diverse forms such as sparse point sets, volumetric slices, 2D photos and so on. To…

Array synthetic aperture radar (SAR) three-dimensional (3D) imaging can obtain 3D information of the target region, which is widely used in environmental monitoring and scattering information measurement. In recent years, with the…

Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is in numerical weather prediction where a previous forecast…

Monitoring the integrity of elastic structures using ultrasonic waves requires the efficient identification of material parameters from measured surface displacements. The displacement field is governed by Cauchy's equation of motion, i.e.,…

We present an error analysis and further numerical investigations of the Parameterized-Background Data-Weak (PBDW) formulation to variational Data Assimilation (state estimation), proposed in [Y Maday, AT Patera, JD Penn, M Yano, Int J…

The standard vector autoregressive (VAR) models suffer from overparameterization which is a serious issue for high-dimensional time series data as it restricts the number of variables and lags that can be incorporated into the model.…

The integration of observational data into numerical models, known as data assimilation (DA), is fundamental for making Numerical Weather Prediction (NWP) possible, with breathtaking success over the past 60 years (Bauer et al. 2015).…

The conditional value-at-risk (CVaR) is a useful risk measure in fields such as machine learning, finance, insurance, energy, etc. When measuring very extreme risk, the commonly used CVaR estimation method of sample averaging does not work…

We propose a technique for reformulation of state and parameter estimation problems as that of matching explicitly computable definite integrals with known kernels to data. The technique applies for a class of systems of nonlinear ordinary…

We propose a new regularization method based on virtual adversarial loss: a new measure of local smoothness of the conditional label distribution given input. Virtual adversarial loss is defined as the robustness of the conditional label…

High-dimensional time series data appear in many scientific areas in the current data-rich environment. Analysis of such data poses new challenges to data analysts because of not only the complicated dynamic dependence between the series,…

This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…

Reduced-order models based on level-set methods are widely used tools to qualitatively capture and track the nonlinear dynamics of an interface. The aim of this paper is to develop a physics-informed, data-driven, statistically rigorous…

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…

Reduced Order Models (ROMs) form essential tools across engineering domains by virtue of their function as surrogates for computationally intensive digital twinning simulators. Although purely data-driven methods are available for ROM…

The Vector AutoRegressive Moving Average (VARMA) model is fundamental to the theory of multivariate time series; however, identifiability issues have led practitioners to abandon it in favor of the simpler but more restrictive Vector…

Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model,…

We study the inverse problem of recovering the spatial support of parameter variations in a system of partial differential equations (PDEs) from boundary measurements. A reconstruction method is developed based on the monotonicity…