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Ensemble forecast based on physics-informed models is one of the most widely used forecast algorithms for complex turbulent systems. A major difficulty in such a method is the model error that is ubiquitous in practice. Data-driven machine…

Atmospheric and Oceanic Physics · Physics 2021-11-24 Nan Chen , Yingda Li

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Machine Learning · Computer Science 2020-08-04 Lidan Wang , Franck Dernoncourt , Trung Bui

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

Ensemble data assimilation is a problem in determining the most likely phase space trajectory of a model of an observed dynamical sys- tem as it receives inputs from measurements passing information to the model. Using methods developed in…

Chaotic Dynamics · Physics 2015-05-13 Henry D. I. Abarbanel

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing…

Machine Learning · Computer Science 2025-01-15 Oscar Key , So Takao , Daniel Giles , Marc Peter Deisenroth

We study the dynamics of an ensemble of globally coupled chaotic logistic maps under the action of a learning algorithm aimed at driving the system from incoherent collective evolution to a state of spontaneous full synchronization.…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Luis G. Moyano , Guillermo Abramson , Damian H. Zanette

Sequential probabilistic inference from streaming observations requires modeling distributions over future trajectories as new observations arrive. Although diffusion and flow-matching models are effective at capturing high-dimensional,…

Machine Learning · Computer Science 2026-05-15 Yinan Huang , Hans Hao-Hsun Hsu , Junran Wang , Bo Dai , Pan Li

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random feature approximations to achieve scalable, online…

Machine Learning · Computer Science 2024-05-03 Daniel Waxman , Petar M. Djurić

Data assimilation combines forecasts from a numerical model with observations. Most of the current data assimilation algorithms consider the model and observation error terms as additive Gaussian noise, specified by their covariance…

This paper extends the subjects dicussed in the Data Analysis and Dynamical Systems courses by looking at the subject of modelling data. This task is nontrivial as the underlying process could be non-linear. In the paper some common…

Statistics Theory · Mathematics 2011-08-02 Vincent Mellor

Bayesian optimization is an approach to optimizing objective functions that take a long time (minutes or hours) to evaluate. It is best-suited for optimization over continuous domains of less than 20 dimensions, and tolerates stochastic…

Machine Learning · Statistics 2018-07-10 Peter I. Frazier

Biological systems commonly exhibit complex spatiotemporal patterns whose underlying generative mechanisms pose a significant analytical challenge. Traditional approaches to spatiodynamic inference rely on dimensionality reduction through…

Quantitative Methods · Quantitative Biology 2025-08-01 Jun Won Park , Kangyu Zhao , Sanket Rane

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

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

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

Data sets are growing in complexity thanks to the increasing facilities we have nowadays to both generate and store data. This poses many challenges to machine learning that are leading to the proposal of new methods and paradigms, in order…

Machine Learning · Computer Science 2018-12-04 Irene Córdoba , Concha Bielza , Pedro Larrañaga

In many applications, flow measurements are usually sparse and possibly noisy. The reconstruction of a high-resolution flow field from limited and imperfect flow information is significant yet challenging. In this work, we propose an…

Computational Physics · Physics 2020-01-17 Luning Sun , Jian-Xun Wang

Modern Bayesian inference involves a mixture of computational techniques for estimating, validating, and drawing conclusions from probabilistic models as part of principled workflows for data analysis. Typical problems in Bayesian workflows…

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