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Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri

The Ensemble Kalman filter and Ensemble square root filters are data assimilation methods used to combine high dimensional nonlinear models with observed data. These methods have proved to be indispensable tools in science and engineering…

Probability · Mathematics 2015-07-31 Xin T Tong , Andrew J Majda , David Kelly

There has been a recent surge in development of accurate machine learning (ML) weather prediction models, but evaluation of these models has mainly been focused on medium-range forecasts, not their performance in cycling data assimilation…

Atmospheric and Oceanic Physics · Physics 2024-12-25 Laura C. Slivinski , Jeffrey S. Whitaker , Sergey Frolov , Timothy A. Smith , Niraj Agarwal

We present a new type of the EnKF for data assimilation in spatial models that uses diagonal approximation of the state covariance in the wavelet space to achieve adaptive localization. The efficiency of the new method is demonstrated on an…

Dynamical Systems · Mathematics 2011-03-01 Jonathan D. Beezley , Jan Mandel , Loren Cobb

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient…

Machine Learning · Statistics 2021-06-10 William J. Wilkinson , Arno Solin , Vincent Adam

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

This manuscript derives locally weighted ensemble Kalman methods from the point of view of ensemble-based function approximation. This is done by using pointwise evaluations to build up a local linear or quadratic approximation of a…

Numerical Analysis · Mathematics 2025-05-07 Philipp Wacker

Data required to calibrate uncertain GCM parameterizations are often only available in limited regions or time periods, for example, observational data from field campaigns, or data generated in local high-resolution simulations. This…

Applications · Statistics 2022-10-05 Oliver R. A. Dunbar , Michael F. Howland , Tapio Schneider , Andrew M. Stuart

Estimating position and orientation change of a mobile platform from two consecutive point clouds provided by a high-resolution sensor is a key problem in autonomous navigation. In particular, scan matching algorithms aim to find the…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Rico Mendrzik , Florian Meyer

Orthogonal Matching Pursuit (OMP) plays an important role in data science and its applications such as sparse subspace clustering and image processing. However, the existing OMP-based approaches lack of data adaptiveness so that the data…

Machine Learning · Computer Science 2019-09-02 Jiaqiyu Zhan , Zhiqiang Bai , Yuesheng Zhu

This paper presents an ensemble data assimilation method using the pseudo ensembles generated by denoising diffusion probabilistic model. Since the model is trained against noisy and sparse observation data, this model can produce divergent…

Machine Learning · Computer Science 2023-08-15 Yuuichi Asahi , Yuta Hasegawa , Naoyuki Onodera , Takashi Shimokawabe , Hayato Shiba , Yasuhiro Idomura

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

Applications · Statistics 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez

As the severity and occurrence of flood events tend to intensify with climate change, the need for flood forecasting capability increases. In this regard, the Flood Detection, Alert and rapid Mapping (FloodDAM) project, funded by Space for…

Image and Video Processing · Electrical Eng. & Systems 2023-01-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Christophe Fatras , Peter Kettig , Gwendoline Blanchet , Santiago Pena Luque , Simon Baillarin

We analyze the Ensemble and Polynomial Chaos Kalman filters applied to nonlinear stationary Bayesian inverse problems. In a sequential data assimilation setting such stationary problems arise in each step of either filter. We give a new…

Numerical Analysis · Mathematics 2015-04-15 Oliver G. Ernst , Björn Sprungk , Hans-Jörg Starkloff

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

Accurate estimation of error covariances (both background and observation) is crucial for efficient observation compression approaches in data assimilation of large-scale dynamical problems. We propose a new combination of a covariance…

Numerical Analysis · Mathematics 2021-06-11 Sibo Cheng , Didier Lucor , Jean-Philippe Argaud

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

The combined use of data from different sources can be critical in emergencies, where accurate models are needed to make real-time decisions, but high-fidelity representations and detailed information are simply unavailable. This study…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Daniele Giovanni Gioia , Jacopo Bonari , Daniel Lichte , Alexander Popp