Related papers: DAFI: An Open-Source Framework for Ensemble-Based …
High-dimensional Bayesian inverse analysis (dim >> 100) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if…
Density functional theory (DFT) has transformed our ability to investigate and understand electronic ground states. In its original formulation, however, DFT is not suited to addressing (e.g.) degenerate ground states, mixed states with…
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…
This paper provides a unified perspective of iterative ensemble Kalman methods, a family of derivative-free algorithms for parameter reconstruction and other related tasks. We identify, compare and develop three subfamilies of ensemble…
In subsurface imaging, learning the mapping from velocity maps to seismic waveforms (forward problem) and waveforms to velocity (inverse problem) is important for several applications. While traditional techniques for solving forward and…
Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…
Nonlinear/non-Gaussian filtering has broad applications in many areas of life sciences where either the dynamic is nonlinear and/or the probability density function of uncertain state is non-Gaussian. In such problems, the accuracy of the…
Ensemble-based Data Assimilation faces significant challenges in high-dimensional systems due to spurious correlations and ensemble collapse. These issues arise from estimating dense dependencies with limited ensemble sizes. This paper…
The Ensemble Kalman Inversion (EKI) method is widely used for solving inverse problems, leveraging ensemble-based techniques to iteratively refine parameter estimates. Despite its versatility, the accuracy of EKI is constrained by the…
Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…
A thermal convection loop is a annular chamber filled with water, heated on the bottom half and cooled on the top half. With sufficiently large forcing of heat, the direction of fluid flow in the loop oscillates chaotically, dynamics…
Reservoir engineers use large-scale numerical models to predict the production performance in oil and gas fields. However, these models are constructed based on scarce and often inaccurate data, making their predictions highly uncertain. On…
The ensemble Kalman inversion (EKI) for the solution of Bayesian inverse problems of type $y = A u +\varepsilon$, with $u$ being an unknown parameter, $y$ a given datum, and $\varepsilon$ measurement noise, is a powerful tool usually…
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…
We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…
We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…
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…
Ensemble Kalman inversion (EKI) is a technique for the numerical solution of inverse problems. A great advantage of the EKI's ensemble approach is that derivatives are not required in its implementation. But theoretically speaking, EKI's…
In this paper, we describe a general algorithmic framework for solving linear signal or feature fusion optimization problems in a distributed setting, for example in a wireless sensor network (WSN). These problems require linearly combining…
Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…