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Particle filters for data assimilation in nonlinear problems use "particles" (replicas of the underlying system) to generate a sequence of probability density functions (pdfs) through a Bayesian process. This can be expensive because a…

Numerical Analysis · Mathematics 2009-05-15 Alexandre J. Chorin , Xuemin Tu

Light field cameras have been proved to be powerful tools for 3D reconstruction and virtual reality applications. However, the limited resolution of light field images brings a lot of difficulties for further information display and…

Image and Video Processing · Electrical Eng. & Systems 2020-08-27 Qingyan Sun , Shuo Zhang , Song Chang , Lixi Zhu , Youfang Lin

We present an efficient particle filtering algorithm for multiscale systems, that is adapted for simple atmospheric dynamics models which are inherently chaotic. Particle filters represent the posterior conditional distribution of the state…

Data Analysis, Statistics and Probability · Physics 2015-06-04 Nishanth Lingala , N. Sri Namachchivaya , Nicolas Perkowski , Hoong C. Yeong

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

Data assimilation is the process of fusing information from imperfect computer simulations with noisy, sparse measurements of reality to obtain improved estimates of the state or parameters of a dynamical system of interest. The data…

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

Optimization and Control · Mathematics 2018-10-11 Wei Kang , Liang Xu

The data-driven discovery of long-time macroscopic dynamics and thermodynamics of dissipative systems with particle fidelity is hampered by significant obstacles. These include the strong time-scale limitations inherent to particle…

Machine Learning · Computer Science 2025-05-21 Zequn He , Celia Reina

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

We show how machine learning techniques based on Bayesian inference can be used to reach new levels of realism in the computer simulation of molecular materials, focusing here on water. We train our machine-learning algorithm using…

Materials Science · Physics 2013-02-25 Albert P. Bartok , Michael J. Gillan , Frederick R. Manby , Gabor Csanyi

Data assimilation methodologies are designed to incorporate noisy observations of a physical system into an underlying model in order to infer the properties of the state of the system. Filters refer to a class of data assimilation…

Optimization and Control · Mathematics 2011-10-13 C. E. A. Brett , K. F. Lam , K. J. H. Law , D. S. McCormick , M. R. Scott , A. M. Stuart

Recent advances in AIGC have exacerbated the misuse of malicious deepfake content, making the development of reliable deepfake detection methods an essential means to address this challenge. Although existing deepfake detection models…

Computer Vision and Pattern Recognition · Computer Science 2025-10-31 Changtao Miao , Yi Zhang , Weize Gao , Zhiya Tan , Weiwei Feng , Man Luo , Jianshu Li , Ajian Liu , Yunfeng Diao , Qi Chu , Tao Gong , Zhe Li , Weibin Yao , Joey Tianyi Zhou

This paper focuses on designing a particle filter for randomly delayed measurements with an unknown latency probability. A generalized measurement model is adopted which includes measurements that are delayed randomly by an arbitrary but…

Signal Processing · Electrical Eng. & Systems 2018-03-22 Ranjeet Kumar Tiwari , Shovan Bhaumik , Paresh Date

Since upcoming telescopes will observe thousands of strong lensing systems, creating fully-automated analysis pipelines for these images becomes increasingly important. In this work, we make a step towards that direction by developing the…

Cosmology and Nongalactic Astrophysics · Physics 2020-06-03 Marco Chianese , Adam Coogan , Paul Hofma , Sydney Otten , Christoph Weniger

Long-term Time Series Forecasting (LTSF) is crucial across various domains, but complex deep models like Transformers are often prone to overfitting on extended sequences. Linear Fully Connected models have emerged as a powerful…

Machine Learning · Computer Science 2026-02-10 Yuang Zhao , Tianyu Li , Jiadong Chen , Shenrong Ye , Fuxin Jiang , Xiaofeng Gao

A turbulent boundary layer is an essential flow case of fundamental and applied fluid mechanics. However, accurate measurements of turbulent boundary layer parameters (e.g., friction velocity $u_\tau$ and wall shear $\tau_w$), are…

Accurate data assimilation (DA) for systems with piecewise-smooth or discontinuous state variables remains a significant challenge, as conventional covariance-based ensemble Kalman filter approaches often fail to effectively balance…

Numerical Analysis · Mathematics 2025-10-09 Tongtong Li , Anne Gelb , Yoonsang Lee

This paper addresses 6-DOF (degree-of-freedom) tactile localization, i.e. the pose estimation of tridimensional objects given tactile measurements. This estimation problem is fundamental for the operation of autonomous robots that are often…

Robotics · Computer Science 2025-09-16 Giulia Vezzani , Ugo Pattacini , Giorgio Battistelli , Luigi Chisci , Lorenzo Natale

We introduce deep Markov spatio-temporal factorization (DMSTF), a generative model for dynamical analysis of spatio-temporal data. Like other factor analysis methods, DMSTF approximates high dimensional data by a product between time…

Ensemble data assimilation methods such as the Ensemble Kalman Filter (EnKF) are a key component of probabilistic weather forecasting. They represent the uncertainty in the initial conditions by an ensemble which incorporates information…

Applications · Statistics 2018-10-17 Sylvain Robert , Daniel Leuenberger , Hans R. Künsch