Related papers: Iterated INLA for State and Parameter Estimation i…

Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

State-space models are used to describe and analyse dynamical systems. They are ubiquitously used in many scientific fields such as signal processing, finance and ecology to name a few. Particle filters are popular inferential methods used…

Robust time series analysis is an important subject in statistical modeling. Models based on Gaussian distribution are sensitive to outliers, which may imply in a significant degradation in estimation performance as well as in prediction…

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,…

Various computational challenges arise when applying Bayesian inference approaches to complex hierarchical models. Sampling-based inference methods, such as Markov Chain Monte Carlo strategies, are renowned for providing accurate results…

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…

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

The Integrated Nested Laplace Approximation (INLA) is a deterministic approach to Bayesian inference on latent Gaussian models (LGMs) and focuses on fast and accurate approximation of posterior marginals for the parameters in the models.…

Data assimilation (DA) provides a general framework for estimation in dynamical systems based on the concepts of Bayesian inference. This constitutes a common basis for the different linear and nonlinear filtering and smoothing techniques…

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…

In recent years, machine learning (ML) has been proposed to devise data-driven parametrisations of unresolved processes in dynamical numerical models. In most cases, the ML training leverages high-resolution simulations to provide a dense,…

Data assimilation (DA) aims at optimally merging observational data and model outputs to create a coherent statistical and dynamical picture of the system under investigation. Indeed, DA aims at minimizing the effect of observational and…

The recent surge in machine learning (ML) methods for geophysical modeling has raised the question of how these methods might be applied to data assimilation (DA). We focus on diffusion modeling (a form of generative artificial…

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Data assimilation (DA) enables hydrologic models to update their internal states using near-real-time observations for more accurate forecasts. With deep neural networks like long short-term memory (LSTM), using either lagged observations…

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…