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For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

We present a sequential data assimilation algorithm based on the ensemble Kalman inversion to estimate the near-surface shear wave velocity profile and damping when heterogeneous data and a priori information that can be represented in…

Geophysics · Physics 2020-05-07 Elnaz Seylabi , Andrew Stuart , Domniki Asimaki

The review describes the development of ideas Gury Ivanovich Marchuk in the field of variational data assimilation for ocean models applied in particular in coupled models for long-range weather forecasts. Particular attention is paid to…

Atmospheric and Oceanic Physics · Physics 2016-01-07 Christine Kazantsev , Eugene Kazantsev , Mikhail Tolstykh

Machine Learning (ML) has shown great promise in revolutionizing weather forecasting, yet most ML systems still rely on initial conditions generated by Numerical Weather Prediction (NWP) systems. End-to-end ML models aim to eliminate this…

Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…

Robotics · Computer Science 2020-01-14 Tim Pfeifer , Peter Protzel

Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

This study aims to improve the accuracy of weather predictions by discovering spatial correlations between Earth observations and atmospheric states. Existing numerical weather prediction (NWP) systems predict future atmospheric states at…

Machine Learning · Computer Science 2025-11-11 Hyeon-Ju Jeon , Jeon-Ho Kang , In-Hyuk Kwon , O-Joun Lee

Model errors are increasingly seen as a fundamental performance limiter in both Numerical Weather Prediction and Climate Prediction simulations run with state of the art Earth system digital twins.This has motivated recent efforts aimed at…

Applications · Statistics 2021-09-22 Massimo Bonavita

Diagonal preconditioners are computationally feasible approximate to second-order optimizers, which have shown significant promise in accelerating training of deep learning models. Two predominant approaches are based on Adam and…

Machine Learning · Computer Science 2025-10-16 Bingbin Liu , Rachit Bansal , Depen Morwani , Nikhil Vyas , David Alvarez-Melis , Sham M. Kakade

The effect of preconditioning linear weighted least-squares using an approximation of the model matrix is analyzed, showing the interplay of the eigenstructures of both the model and weighting matrices. A small example is given illustrating…

Numerical Analysis · Mathematics 2021-05-31 Serge Gratton , Selime Gürol , Ehouarn Simon , Philippe L. Toint

Data assimilation has become a key technique for combining physical models with observational data to estimate state variables. However, classical assimilation algorithms often struggle with the high nonlinearity present in both physical…

Machine Learning · Computer Science 2025-07-22 Zhuoyuan Li , Bin Dong , Pingwen Zhang

This paper focuses on continuous data assimilation (CDA) for the Navier-Stokes equations with nonlinear slip boundary conditions. CDA methods are typically employed to recover the original system when initial data or viscosity coefficients…

Numerical Analysis · Mathematics 2025-03-28 W. C. Wu , H. Y. Dong , K. Wang

The Gray--Scott model governs the interaction of two chemical species via a system of reaction-diffusion equations. Despite its simple form, it produces extremely rich patterns such as spots, stripes, waves, and labyrinths. That makes it…

Numerical Analysis · Mathematics 2025-10-07 Tsiry Avisoa Randrianasolo

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is in the form of noisy partial measurements of the past and present state of the dynamical system. Recently there have been several…

Machine Learning · Computer Science 2021-06-02 Alexander Wikner , Jaideep Pathak , Brian R. Hunt , Istvan Szunyogh , Michelle Girvan , Edward Ott

Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…

Populations and Evolution · Quantitative Biology 2014-03-31 Youhua Chen

Downscaling aims to link the behaviour of the atmosphere at fine scales to properties measurable at coarser scales, and has the potential to provide high resolution information at a lower computational and storage cost than numerical…

Atmospheric and Oceanic Physics · Physics 2021-05-19 Rachel Prudden , Niall Robinson , Peter Challenor , Richard Everson

Various types of measurement techniques, such as Light Detection and Ranging (LiDAR) devices, anemometers, and wind vanes, are extensively utilized in wind energy to characterize the inflow. However, these methods typically gather data at…

Fluid Dynamics · Physics 2025-02-13 Chang Yan , Shengfeng Xu , Zhenxu Sun , Thorsten Lutz , Dilong Guo , Guowei Yang

This work presents stochastic optimization methods targeted at least-squares problems involving Monte Carlo integration. While the most common approach to solving these problems is to apply stochastic gradient descent (SGD) or similar…

Optimization and Control · Mathematics 2018-04-27 Gustavo T. Pfeiffer , Yoichi Sato