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Related papers: Scalable Data Assimilation with Message Passing

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This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown…

Machine Learning · Statistics 2025-11-25 Shreya Sinha-Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

Accurate weather and climate prediction relies on data assimilation (DA), which estimates the Earth system state by integrating observations with models. While exascale computing has significantly advanced earth simulation, scalable and…

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

Robust integration of physical knowledge and data is key to improve computational simulations, such as Earth system models. Data assimilation is crucial for achieving this goal because it provides a systematic framework to calibrate model…

Computer Vision and Pattern Recognition · Computer Science 2024-06-14 Yongquan Qu , Juan Nathaniel , Shuolin Li , Pierre Gentine

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a non-abelian operator algebra, which provides a representation of…

Statistics Theory · Mathematics 2023-03-29 David Freeman , Dimitrios Giannakis , Brian Mintz , Abbas Ourmazd , Joanna Slawinska

Global data association is an essential prerequisite for robot operation in environments seen at different times or by different robots. Repetitive or symmetric data creates significant challenges for existing methods, which typically rely…

Robotics · Computer Science 2025-09-22 Yixuan Jia , Mason B. Peterson , Qingyuan Li , Yulun Tian , Jonathan P. How

For oceanographic applications, probabilistic forecasts typically have to deal with i) high-dimensional complex models, and ii) very sparse spatial observations. In search-and-rescue operations at sea, for instance, the short-term…

Applications · Statistics 2023-02-15 Florian Beiser , Håvard Heitlo Holm , Jo Eidsvik

Tackling the difficult problem of estimating spatially distributed hydrological parameters, especially for floods on ungauged watercourses, this contribution presents a novel seamless regionalization technique for learning complex regional…

Machine Learning · Computer Science 2023-07-07 Ngo Nghi Truyen Huynh , Pierre-André Garambois , François Colleoni , Benjamin Renard , Hélène Roux

This paper studies the convergence rate of a message-passing distributed algorithm for solving a large-scale linear system. This problem is generalised from the celebrated Gaussian Belief Propagation (BP) problem for statistical learning…

Systems and Control · Electrical Eng. & Systems 2020-04-15 Zhaorong Zhang , Qianqian Cai , Minyue Fu

While the formulation of most data assimilation schemes assumes an unbiased observation model error, in real applications, model error with nontrivial biases is unavoidable. A practical example is the error in the radiative transfer model…

Methodology · Statistics 2016-11-17 John Harlim , Tyrus Berry

We investigate the data distribution valuation problem, which aims to quantify the values of data distributions from their samples. This is a recently proposed problem that is related to but different from classical data valuation and can…

Machine Learning · Computer Science 2026-04-08 Cuong N. Nguyen , Cuong V. Nguyen

With the increasing penetration of high-frequency sensors across a number of biological and physical systems, the abundance of the resulting observations offers opportunities for higher statistical accuracy of down-stream estimates, but…

Optimization and Control · Mathematics 2020-11-06 Shushu Zhang , Vivak Patel

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Shape-morphing solutions (also known as evolutional deep neural networks, reduced-order nonlinear solutions, and neural Galerkin schemes) are a new class of methods for approximating the solution of time-dependent partial differential…

Numerical Analysis · Mathematics 2025-04-08 Zachary T. Hilliard , Mohammad Farazmand

Partitioning large networks into stable clusters of synchronized nodes is a challenging task. Recent approaches based on spectral analysis can provide exact results on specific dynamics but remain unfeasible for very large networks.…

Physics and Society · Physics 2026-01-23 Massimo Ostilli