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EnKF-C provides a compact generic framework for off-line data assimilation into large-scale layered geophysical models with the ensemble Kalman filter (EnKF). It is coded in C for GNU/Linux platform and can work either in EnKF, ensemble…
Nowadays, with the development of multi-sensor networks, the distributed cubature Kalman filter is one of the well-known existing schemes for state estimation, for which the influence of the non-Gaussian noise, abnormal data, and…
Accurate estimation and forecasting of energy consumption are important for power-system operation, planning, and demand-side management. In practice, however, complete and timely measurements may not always be available, and the observed…
The support set is a key to providing conditional prior for fast adaption of the model in few-shot tasks. But the strict form of support set makes its construction actually difficult in practical application. Motivated by ANIL, we rethink…
We present a general approach for collaborative filtering (CF) using spectral regularization to learn linear operators from "users" to the "objects" they rate. Recent low-rank type matrix completion approaches to CF are shown to be special…
Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…
Collaborative filtering generates recommendations by exploiting user-item similarities based on rating data, which often contains numerous unrated items. To predict scores for unrated items, matrix factorization techniques such as…
In the classical Kalman filter(KF), the estimated state is a linear combination of the one-step predicted state and measurement state, their confidence level change when the prediction mean square error matrix and covariance matrix of…
Learning by integrating multiple heterogeneous data sources is a common requirement in many tasks. Collective Matrix Factorization (CMF) is a technique to learn shared latent representations from arbitrary collections of matrices. It can be…
Multi-modal densities appear frequently in time series and practical applications. However, they cannot be represented by common state estimators, such as the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF), which…
The recently proposed Collaborative Metric Learning (CML) paradigm has aroused wide interest in the area of recommendation systems (RS) owing to its simplicity and effectiveness. Typically, the existing literature of CML depends largely on…
Inferring the state and unknown parameters of a network of coupled oscillators is of utmost importance. This task is made harder when only partial and noisy observations are available, which is a typical scenario in realistic…
In this paper, we introduce a new, local formulation of the ensemble Kalman Filter approach for atmospheric data assimilation. Our scheme is based on the hypothesis that, when the Earth's surface is divided up into local regions of moderate…
The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…
Working with a two-stage ice sheet model, we explore how statistical data assimilation methods can be used to improve predictions of glacier melt and relatedly, sea level rise. We find that the EnKF improves model runs initialized using…
The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…
Many data-science problems can be formulated as an inverse problem, where the parameters are estimated by minimizing a proper loss function. When complicated black-box models are involved, derivative-free optimization tools are often…
Covariance inflation and localization are two important techniques that are used to improve the performance of the ensemble Kalman filter (EnKF) by (in effect) adjusting the sample covariances of the estimates in the state space. In this…
In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step…
In this paper, the information-weighted consensus filter (ICF) with partial information exchange is proposed to reduce the bandwidth of the signals transmitted between the sensor nodes and guarantee its convergence to the centralized Kalman…