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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 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

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…

Machine Learning · Computer Science 2026-03-02 Anthony Frion , David S Greenberg

Errors in the representation of clouds in convection-permitting numerical weather prediction models can be introduced by different sources. These can be the forcing and boundary conditions, the representation of orography, the accuracy of…

Atmospheric and Oceanic Physics · Physics 2022-03-14 Stefanie Legler , Tijana Janjic

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing…

Machine Learning · Computer Science 2025-01-15 Oscar Key , So Takao , Daniel Giles , Marc Peter Deisenroth

We commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

Data assimilation is widely used in many disciplines such as meteorology, oceanography, and robotics to estimate the state of a dynamical system from noisy observations. In this work, we propose a lightweight and general method to perform…

Machine Learning · Computer Science 2025-10-02 Thomas Savary , François Rozet , Gilles Louppe

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

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 accuracy of simulation-based forecasting in chaotic systems is heavily dependent on high-quality estimates of the system state at the time the forecast is initialized. Data assimilation methods are used to infer these initial conditions…

Machine Learning · Computer Science 2021-11-02 Michael McCabe , Jed Brown

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

Understanding and predicting people flow in urban areas is useful for decision-making in urban planning and marketing strategies. Traditional methods for understanding people flow can be divided into measurement-based approaches and…

Human-Computer Interaction · Computer Science 2024-01-18 Ryo Murata , Kenji Tanaka

To represent the complex individual interactions in the dynamics of disease spread informed by data, the coupling of an epidemiological agent-based model with the ensemble Kalman filter is proposed. The statistical inference of the…

Applications · Statistics 2022-05-04 Tadeo Javier Cocucci , Manuel Pulido , Juan Aparicio , Juan Ruiz , Ignacio Simoy , Santiago Rosa

Machine learning algorithms have been applied to predict agent behaviors in real-world dynamic systems, such as advertiser behaviors in sponsored search and worker behaviors in crowdsourcing. The behavior data in these systems are generated…

Machine Learning · Computer Science 2014-07-14 Fei Tian , Haifang Li , Wei Chen , Tao Qin , Enhong Chen , Tie-Yan Liu

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard
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