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Related papers: Statistical Variational Data Assimilation

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Variational Data Assimilation (DA) has been broadly used in engineering problems for field reconstruction and prediction by performing a weighted combination of multiple sources of noisy data. In recent years, the integration of deep…

Machine Learning · Computer Science 2023-10-26 Sibo Cheng , Che Liu , Yike Guo , Rossella Arcucci

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

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

Spatial data display correlation between observations collected at neighboring locations. Generally, machine and deep learning methods either do not account for this correlation or do so indirectly through correlated features and thereby…

Methodology · Statistics 2024-10-08 Matthew J. Heaton , Andrew Millane , Jake S. Rhodes

Variational data assimilation estimates the dynamical system states by minimizing a cost function that fits the numerical models with the observational data. Although four-dimensional variational assimilation (4D-Var) is widely used, it…

Machine Learning · Computer Science 2025-06-16 Yiming Yang , Xiaoyuan Cheng , Daniel Giles , Sibo Cheng , Yi He , Xiao Xue , Boli Chen , Yukun Hu

Data assimilation (DA) has increasingly emerged as a critical tool for state estimation across a wide range of applications. It is significantly challenging when the governing equations of the underlying dynamics are unknown. To this end,…

Machine Learning · Computer Science 2026-01-13 Ziyi Wang , Lijian Jiang

Data Assimilation (DA) is a computational tool that uses value from the model and the real measurement to arrive to an optimally acceptable value. Rather, this technique relies on the idea of Kalman gain. We point out that DA has two…

Optimization and Control · Mathematics 2020-12-15 Mohammad N. Murshed , Zarin Subah , M. Monir Uddin

Data assimilation of atmospheric observations traditionally relies on variational and Kalman filter methods. Here, an alternative neural-network data assimilation (NNDA) with variational autoencoder (VAE) is proposed. The three-dimensional…

Atmospheric and Oceanic Physics · Physics 2024-04-29 Boštjan Melinc , Žiga Zaplotnik

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

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Yuma Yamaoka , Seiichi Uchida , Shoji Toyota

The superposition of data sets with internal parametric self-similarity is a longstanding and widespread technique for the analysis of many types of experimental data across the physical sciences. Typically, this superposition is performed…

Data Analysis, Statistics and Probability · Physics 2022-06-01 Kyle R. Lennon , Gareth H. McKinley , James W. Swan

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

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 idea of using machine learning (ML) methods to reconstruct the dynamics of a system is the topic of recent studies in the geosciences, in which the key output is a surrogate model meant to emulate the dynamical model. In order to treat…

Machine Learning · Statistics 2021-09-22 Alban Farchi , Patrick Laloyaux , Massimo Bonavita , Marc Bocquet

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu

A key obstacle in automated analytics and meta-learning is the inability to recognize when different datasets contain measurements of the same variable. Because provided attribute labels are often uninformative in practice, this task may be…

Machine Learning · Computer Science 2019-09-12 Jonas Mueller , Alex Smola

Data assimilation (DA) is integrated with machine learning in order to perform entirely data-driven online state estimation. To achieve this, recurrent neural networks (RNNs) are implemented as surrogate models to replace key components of…

We identify a strong equivalence between neural network based machine learning (ML) methods and the formulation of statistical data assimilation (DA), known to be a problem in statistical physics. DA, as used widely in physical and…

Machine Learning · Computer Science 2017-10-23 H. D. I. Abarbanel , P. J. Rozdeba , S. Shirman

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

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