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Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

This paper presents a fast algorithm for estimating hidden states of Bayesian state space models. The algorithm is a variation of amortized simulation-based inference algorithms, where a large number of artificial datasets are generated at…

Econometrics · Economics 2022-10-14 Ramis Khabibullin , Sergei Seleznev

Many tasks in explainable machine learning, such as data valuation and feature attribution, perform expensive computation for each data point and are intractable for large datasets. These methods require efficient approximations, and…

Machine Learning · Computer Science 2024-10-31 Ian Covert , Chanwoo Kim , Su-In Lee , James Zou , Tatsunori Hashimoto

Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…

Machine Learning · Computer Science 2024-06-07 Yair Schiff , Zhong Yi Wan , Jeffrey B. Parker , Stephan Hoyer , Volodymyr Kuleshov , Fei Sha , Leonardo Zepeda-Núñez

The data-driven recovery of the unknown governing equations of dynamical systems has recently received an increasing interest. However, the identification of governing equations remains challenging when dealing with noisy and partial…

Machine Learning · Computer Science 2021-02-17 Duong Nguyen , Said Ouala , Lucas Drumetz , Ronan Fablet

Data assimilation provides a systematic framework for combining dynamical models with partial and noisy observations to infer the evolving state of a system. In this work, we undertake a comparative study of Data Assimilation with Transfer…

Computational Engineering, Finance, and Science · Computer Science 2026-05-07 Emanuele Donno , Giovanni Conti , Paolo Oddo , Silvio Gualdi , Luca Mainetti , Giovanni Aloisio

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

Data assimilation is a technique for increasing the accuracy of simulations of solutions to partial differential equations by incorporating observable data into the solution as time evolves. Recently, a promising new algorithm for data…

Analysis of PDEs · Mathematics 2018-12-06 Adam Larios , Collin Victor

The task of modelling and forecasting a dynamical system is one of the oldest problems, and it remains challenging. Broadly, this task has two subtasks - extracting the full dynamical information from a partial observation; and then…

Dynamical Systems · Mathematics 2022-08-16 Tyrus Berry , Suddhasattwa Das

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Agent-based models are a powerful tool for studying the behaviour of complex systems that can be described in terms of multiple, interacting ``agents''. However, because of their inherently discrete and often highly non-linear nature, it is…

Multiagent Systems · Computer Science 2019-10-22 Daniel Tang

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

We scrutinize the use of machine learning, based on reservoir computing, to build data-driven effective models of multiscale chaotic systems. We show that, for a wide scale separation, machine learning generates effective models akin to…

Adaptation and Self-Organizing Systems · Physics 2020-11-11 Francesco Borra , Angelo Vulpiani , Massimo Cencini

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

Machine Learning · Computer Science 2023-01-31 William Gilpin

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

The generation of initial conditions via accurate data assimilation is crucial for weather forecasting and climate modeling. We propose DiffDA as a denoising diffusion model capable of assimilating atmospheric variables using predicted…

Computational Engineering, Finance, and Science · Computer Science 2024-06-11 Langwen Huang , Lukas Gianinazzi , Yuejiang Yu , Peter D. Dueben , Torsten Hoefler
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