English
Related papers

Related papers: Data Assimilation in Chaotic Systems Using Deep Re…

200 papers

Recently, deep reinforcement learning (RL) methods have been applied successfully to multi-agent scenarios. Typically, these methods rely on a concatenation of agent states to represent the information content required for decentralized…

Multiagent Systems · Computer Science 2019-06-07 Maximilian Hüttenrauch , Adrian Šošić , Gerhard Neumann

Data assimilation (DA) is crucial for enhancing solutions to partial differential equations (PDEs), such as those in numerical weather prediction, by optimizing initial conditions using observational data. Variational DA methods are widely…

Machine Learning · Computer Science 2025-09-30 Hamidreza Moazzami , Asma Jamali , Nicholas Kevlahan , Rodrigo A. Vargas-Hernández

Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…

Machine Learning · Computer Science 2024-11-01 Haozhe Tian , Homayoun Hamedmoghadam , Robert Shorten , Pietro Ferraro

In recent years, the prosperity of deep learning has revolutionized the Artificial Neural Networks. However, the dependence of gradients and the offline training mechanism in the learning algorithms prevents the ANN for further improvement.…

Machine Learning · Computer Science 2020-10-07 Chong Chen , Qinghui Xing , Xin Ding , Yaru Xue , Tianfu Zhong

We focus on Partial Differential Equation (PDE) based Data Assimilatio problems (DA) solved by means of variational approaches and Kalman filter algorithm. Recently, we presented a Domain Decomposition framework (we call it DD-DA, for…

Machine Learning · Computer Science 2022-04-01 Rosalba Cacciapuoti , Luisa D'Amore

In Wang & Pan (J. Fluid Mech., vol. 918, A19, 2021), the authors developed the first ensemble-based data assimilation (DA) capability for the reconstruction and forecast of ocean surface waves, namely the EnKF-HOS method coupling an…

Fluid Dynamics · Physics 2022-10-12 Guangyao Wang , Jinfeng Zhang , Yuxiang Ma , Qinghe Zhang , Zhilin Li , Yulin Pan

Data assimilation schemes are confronted with the presence of model errors arising from the imperfect description of atmospheric dynamics. These errors are usually modeled on the basis of simple assumptions such as bias, white noise, first…

Chaotic Dynamics · Physics 2009-11-13 A. Carrassi , S. Vannitsem , C. Nicolis

We introduce a framework for Data Assimilation (DA) in which the data is split into multiple sets corresponding to low-rank projections of the state space. Algorithms are developed that assimilate some or all of the projected data,…

Computation · Statistics 2020-05-19 John Maclean , Erik S Van Vleck

Climate change is expected to intensify rainfall and, consequently, pluvial flooding, leading to increased disruptions in urban transportation systems over the coming decades. Designing effective adaptation strategies is challenging due to…

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

Machine Learning · Statistics 2024-09-24 Zachariah Malik , Romit Maulik

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

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

Machine Learning · Computer Science 2021-09-29 Hamed Khorasgani , Haiyan Wang , Chetan Gupta , Susumu Serita

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Numerical Analysis · Mathematics 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Ensuring reliability in modern software systems requires rigorous pre-production testing across highly heterogeneous and evolving environments. Because exhaustive evaluation is infeasible, practitioners must decide how to allocate limited…

Software Engineering · Computer Science 2025-10-08 Yu Zhu

Data augmentation (DA) is a crucial technique for enhancing the sample efficiency of visual reinforcement learning (RL) algorithms. Notably, employing simple observation transformations alone can yield outstanding performance without extra…

Machine Learning · Computer Science 2023-10-30 Guozheng Ma , Linrui Zhang , Haoyu Wang , Lu Li , Zilin Wang , Zhen Wang , Li Shen , Xueqian Wang , Dacheng Tao

Data assimilation techniques are often confronted with challenges handling complex high dimensional physical systems, because high precision simulation in complex high dimensional physical systems is computationally expensive and the exact…

Mathematical Software · Computer Science 2024-09-04 Sibo Cheng , Jinyang Min , Che Liu , Rossella Arcucci

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can…

Numerical Analysis · Mathematics 2026-05-05 Zhang Jiang , Marios Andreou , Sebastian Reich , Nan Chen

State-of-the-art ensemble Kalman filtering (EnKF) algorithms require incorporating localization techniques to cope with the rank deficiency and the inherited spurious correlations in their error covariance matrices. Localization techniques…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Boujemaa Ait-El-Fquih , Ibrahim Hoteit

Concurrent observation technologies have made high-precision real-time data available in large quantities. Data assimilation (DA) is concerned with how to combine this data with physical models to produce accurate predictions. For…

Numerical Analysis · Mathematics 2020-08-26 Jana de Wiljes , Xin T. Tong