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We infer both microscopic and macroscopic behaviors of a three-dimensional chaotic fluid flow using reservoir computing. In our procedure of the inference, we assume no prior knowledge of a physical process of a fluid flow except that its…

Computational Physics · Physics 2018-09-12 Kengo Nakai , Yoshitaka Saiki

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…

Optimization and Control · Mathematics 2022-04-18 Julien Pelamatti , Rodolphe Le Riche , Céline Helbert , Christophette Blanchet-Scalliet

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

Methodology · Statistics 2021-07-07 Yinan Mao , David J. Nott

Process-oriented theories of cognition must be evaluated against time-ordered observations. Here we present a representative example for data assimilation of the SWIFT model, a dynamical model of the control of spatial fixation position and…

Neurons and Cognition · Quantitative Biology 2019-10-23 Stefan A. Seelig , Maximilian M. Rabe , Noa Malem-Shinitski , Sarah Risse , Sebastian Reich , Ralf Engbert

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

Spatiotemporal chaotic systems are difficult to characterize in a model-free manner because of their high dimensionality, strong nonlinearity, and sensitivity to initial conditions. Coupled map lattices, as a representative class of…

Chaotic Dynamics · Physics 2026-04-15 Xiaoqi Lei , Zixiang Yan , Jian Gao , Yueheng Lan , Jinghua Xiao

Mathematical models of cognition are often memoryless and ignore potential fluctuations of their parameters. However, human cognition is inherently dynamic. Thus, we propose to augment mechanistic cognitive models with a temporal dimension…

Following the idea of Bayesian learning via Gaussian mixture model, we organically combine the backward-looking information contained in the historical data and the forward-looking information implied by the market portfolio, which is…

Portfolio Management · Quantitative Finance 2023-05-30 Yi Huang , Wei Zhu , Duan Li , Shushang Zhu , Shikun Wang

Machine learning algorithms often struggle to control complex real-world systems. In the case of nuclear fusion, these challenges are exacerbated, as the dynamics are notoriously complex, data is poor, hardware is subject to failures, and…

Bayesian inference is applied to the level fluctuations of two coupled microwave billiards in order to extract the coupling strength. The coupled resonators provide a model of a chaotic quantum system containing two coupled symmetry classes…

Data Analysis, Statistics and Probability · Physics 2009-10-31 C. I. Barbosa , H. L. Harney

This study proposes a materials search method combining a data assimilation technique based on a multivariate Gaussian distribution with Bayesian optimization. The efficiency of the search using this method was demonstrated using a pair of…

The problem of statistical inference for open chaotic systems measured with error is complicated by the interaction of the uncertainty introduced by chaos, and the various sources of random or external variation. Here a method of…

Applications · Statistics 2024-03-11 Michael LuValle

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

Methodology · Statistics 2025-12-08 Juan Sosa , Carlos A. Martínez , Danna Cruz

Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…

Chaotic Dynamics · Physics 2020-08-26 Bruce N. Roth , Michael Wilkinson

Generating long-term trajectories of dissipative chaotic systems autoregressively is a highly challenging task. The inherent positive Lyapunov exponents amplify prediction errors over time. Many chaotic systems possess a crucial property -…

Chaotic Dynamics · Physics 2025-05-27 Yi He , Yiming Yang , Xiaoyuan Cheng , Hai Wang , Xiao Xue , Boli Chen , Yukun Hu

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

We consider the problem of designing almost optimal predictors for dynamical systems from a finite sequence of noisy observations and incomplete knowledge of the dynamics and the noise. We first discuss the properties of the optimal (Bayes)…

Chaotic Dynamics · Physics 2007-07-30 Marian Anghel , Ingo Steinwart

Machine learning methods have shown promise in learning chaotic dynamical systems, enabling model-free short-term prediction and attractor reconstruction. However, when applied to large-scale, spatiotemporally chaotic systems, purely…

Chaotic Dynamics · Physics 2026-01-09 Kuei-Jan Chu , Nozomi Akashi , Akihiro Yamamoto
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