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Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

This paper presents a physics and data co-driven surrogate modeling method for efficient rare event simulation of civil and mechanical systems with high-dimensional input uncertainties. The method fuses interpretable low-fidelity physical…

Computation · Statistics 2024-05-10 Jianhua Xian , Ziqi Wang

Latent Dirichlet Allocation (LDA) is a topic model widely used in natural language processing and machine learning. Most approaches to training the model rely on iterative algorithms, which makes it difficult to run LDA on big corpora that…

Machine Learning · Statistics 2020-10-23 Alexander Terenin , Måns Magnusson , Leif Jonsson , David Draper

We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy…

In many randomized trials, outcomes such as essays or open-ended responses must be manually scored as a preliminary step to impact analysis, a process that is costly and limiting. Model-assisted estimation offers a way to combine surrogate…

Methodology · Statistics 2026-02-16 Reagan Mozer , Nicole E. Pashley , Luke Miratrix

In atmospheric and turbulent flow modeling, Large Eddy Simulation (LES) is often used to reduce computational cost, while observational data typically originates from the underlying physical system. Motivated by this setting, we study a…

Analysis of PDEs · Mathematics 2025-08-12 Adam Larios , Ali Pakzad , Nicholas White

Designing an inexpensive approximate surrogate model that captures the salient features of an expensive high-fidelity behavior is a prevalent approach in design optimization. In recent times, Deep Learning (DL) models are being used as a…

Machine Learning · Computer Science 2022-07-12 Harsh Vardhan , Janos Sztipanovits

Data-driven surrogate models are widely used for applications such as design optimization and uncertainty quantification, where repeated evaluations of an expensive simulator are required. For most partial differential equation (PDE)…

Computational Physics · Physics 2019-10-18 Wei Xing , Robert M. Kirby , Shandian Zhe

Federated learning (FL) has emerged as a widely adopted training paradigm for privacy-preserving machine learning. While the SGD-based FL algorithms have demonstrated considerable success in the past, there is a growing trend towards…

Machine Learning · Computer Science 2024-07-29 Yujia Wang , Shiqiang Wang , Songtao Lu , Jinghui Chen

Despite significant advances in deep learning, models often struggle to generalize well to new, unseen domains, especially when training data is limited. To address this challenge, we propose a novel approach for distribution-aware latent…

Computer Vision and Pattern Recognition · Computer Science 2023-08-29 Ran Liu , Sahil Khose , Jingyun Xiao , Lakshmi Sathidevi , Keerthan Ramnath , Zsolt Kira , Eva L. Dyer

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

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

Surrogate models have shown to be an extremely efficient aid in solving engineering problems that require repeated evaluations of an expensive computational model. They are built by sparsely evaluating the costly original model and have…

Machine Learning · Statistics 2022-12-01 M. Moustapha , B. Sudret

When the agent's observations or interactions are delayed, classic reinforcement learning tools usually fail. In this paper, we propose a simple yet new and efficient solution to this problem. We assume that, in the undelayed environment,…

Machine Learning · Computer Science 2022-05-12 Pierre Liotet , Davide Maran , Lorenzo Bisi , Marcello Restelli

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Optimization and Control · Mathematics 2025-10-07 Wenyou Guo , Ting Qu , Hainan Huang , Yafeng Wei

Artificial intelligence is transforming scientific computing with deep neural network surrogates that approximate solutions to partial differential equations (PDEs). Traditional off-line training methods face issues with storage and I/O…

Machine Learning · Computer Science 2024-10-10 Sofya Dymchenko , Abhishek Purandare , Bruno Raffin

Domain adaption (DA) allows machine learning methods trained on data sampled from one distribution to be applied to data sampled from another. It is thus of great practical importance to the application of such methods. Despite the fact…

Computer Vision and Pattern Recognition · Computer Science 2017-07-20 Hao Lu , Lei Zhang , Zhiguo Cao , Wei Wei , Ke Xian , Chunhua Shen , Anton van den Hengel

The estimation of unknown values of parameters (or hidden variables, control variables) that characterise a physical system often relies on the comparison of measured data with synthetic data produced by some numerical simulator of the…

Machine Learning · Computer Science 2019-01-28 Xi Chen , Mike Hobson

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

Adaptive optimization has achieved notable success for distributed learning while extending adaptive optimizer to federated Learning (FL) suffers from severe inefficiency, including (i) rugged convergence due to inaccurate gradient…

Machine Learning · Computer Science 2023-08-02 Yan Sun , Li Shen , Hao Sun , Liang Ding , Dacheng Tao