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The ensemble data assimilation of computational fluid dynamics simulations based on the lattice Boltzmann method (LBM) and the local ensemble transform Kalman filter (LETKF) is implemented and optimized on a GPU supercomputer based on…
We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a…
Automated analysis of electron microscopy datasets poses multiple challenges, such as limitation in the size of the training dataset, variation in data distribution induced by variation in sample quality and experiment conditions, etc. It…
This paper develops efficient ensemble Kalman filter (EnKF) implementations based on shrinkage covariance estimation. The forecast ensemble members at each step are used to estimate the background error covariance matrix via the…
Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods often perform well with a small ensemble size, which is essential in…
Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…
The ensemble Kalman filter (EnKF) has become a standard methodology for state estimation in high-dimensional systems, yet its various stochastic and deterministic formulations often appear conceptually disconnected. In this paper, a unified…
This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…
This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…
Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional…
The ensemble random forest filter (ERFF) is presented as an alternative to the ensemble Kalman filter (EnKF) for the purpose of inverse modeling. The EnKF is a data assimilation approach that forecasts and updates parameter estimates…
In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…
This paper investigates the problem of inertial navigation system (INS) filter design through the lens of symmetry. The extended Kalman filter (EKF) and its variants have been the staple of INS filtering for 50 years. However, recent…
Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…
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…
Endovascular procedures have revolutionized vascular disease treatment, yet their manual execution is challenged by the demands for high precision, operator fatigue, and radiation exposure. Robotic systems have emerged as transformative…
Cardiac ultrasound imaging is used to diagnose various heart diseases. Common analysis pipelines involve manual processing of the video frames by expert clinicians. This suffers from intra- and inter-observer variability. We propose a novel…
Riemannian geometry has been applied to Brain Computer Interface (BCI) for brain signals classification yielding promising results. Studying electroencephalographic (EEG) signals from their associated covariance matrices allows a mitigation…
Data-driven modelling techniques provide a method for deriving models of dynamical systems directly from complicated data streams. However, tracking and forecasting such data streams poses a significant challenge to most methods, as they…
A significant challenge in the electroencephalogram EEG lies in the fact that current data representations involve multiple electrode signals, resulting in data redundancy and dominant lead information. However extensive research conducted…