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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

Centroid-based clustering algorithms, such as hard K-means (HKM) and fuzzy K-means (FKM), have suffered from learning bias towards large clusters. Their centroids tend to be crowded in large clusters, compromising performance when the true…

Machine Learning · Computer Science 2024-06-07 Yudong He

A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…

Optimization and Control · Mathematics 2026-05-05 Alessandro Scagliotti , Thomas M. Surowiec

Solving the electronic structure from a generalized or standard eigenproblem is often the bottleneck in large scale calculations based on Kohn-Sham density-functional theory. This problem must be addressed by essentially all current…

We present the checkpoint ensembles method that can learn ensemble models on a single training process. Although checkpoint ensembles can be applied to any parametric iterative learning technique, here we focus on neural networks. Neural…

Machine Learning · Computer Science 2017-10-11 Hugh Chen , Scott Lundberg , Su-In Lee

In this paper, we propose an implicit gradient descent algorithm for the classic $k$-means problem. The implicit gradient step or backward Euler is solved via stochastic fixed-point iteration, in which we randomly sample a mini-batch…

Optimization and Control · Mathematics 2018-05-23 Penghang Yin , Minh Pham , Adam Oberman , Stanley Osher

The conventional way of formulating inverse problems such as identification of a (possibly infinite dimensional) parameter, is via some forward operator, which is the concatenation of the observation operator with the parameter-to-state-map…

Optimization and Control · Mathematics 2019-10-07 Barbara Kaltenbacher

Nyquist ghost artifacts in EPI are originated from phase mismatch between the even and odd echoes. However, conventional correction methods using reference scans often produce erroneous results especially in high-field MRI due to the…

Computer Vision and Pattern Recognition · Computer Science 2019-10-16 Juyoung Lee , Yoseob Han , Jae-Kyun Ryu , Jang-Yeon Park , Jong Chul Ye

We present recent results on the existence of a continuous time limit for Ensemble Kalman Filter algorithms. In the setting of continuous signal and observation processes, we apply the original Ensemble Kalman Filter algorithm proposed by…

Probability · Mathematics 2020-12-08 Theresa Lange , Wilhelm Stannat

We propose to use the ensemble Kalman smoother (EnKS) as linear least squares solver in the Gauss-Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble…

Atmospheric and Oceanic Physics · Physics 2017-03-10 Jan Mandel , Elhoucine Bergou , Serge Gratton

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

The inverse-free extreme learning machine (ELM) algorithm proposed in [4] was based on an inverse-free algorithm to compute the regularized pseudo-inverse, which was deduced from an inverse-free recursive algorithm to update the inverse of…

Machine Learning · Computer Science 2019-11-13 Hufei Zhu , Chenghao Wei

Parallelization framework has become a necessity to speed up the training of deep neural networks (DNN) recently. Such framework typically employs the Model Average approach, denoted as MA-DNN, in which parallel workers conduct respective…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-19 Shizhao Sun , Wei Chen , Jiang Bian , Xiaoguang Liu , Tie-Yan Liu

Both the median-based classifier and the quantile-based classifier are useful for discriminating high-dimensional data with heavy-tailed or skewed inputs. But these methods are restricted as they assign equal weight to each variable in an…

Machine Learning · Statistics 2019-10-30 Yuanhao Lai , Ian McLeod

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and…

Machine Learning · Statistics 2017-10-13 Colleen M. Farrelly

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Ensemble randomized maximum likelihood (EnRML) is an iterative (stochastic) ensemble smoother, used for large and nonlinear inverse problems, such as history matching and data assimilation. Its current formulation is overly complicated and…

Data Analysis, Statistics and Probability · Physics 2019-09-12 Patrick N. Raanes , Geir Evensen , Andreas S. Stordal

We propose a new algorithm for an adaptive optics system control law which allows to reduce the computational burden in the case of an Extremely Large Telescope (ELT) and to deal with non-stationary behaviors of the turbulence. This…

Instrumentation and Methods for Astrophysics · Physics 2015-06-17 Morgan Gray , Cyril Petit , Sergey Rodionov , Laurent Bertino , Marc Bocquet , Thierry Fusco