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The machine learning random Fourier feature method for data in high dimension is computationally and theoretically attractive since the optimization is based on a convex standard least squares problem and independent sampling of Fourier…

Numerical Analysis · Mathematics 2026-05-19 Xin Huang , Aku Kammonen , Anamika Pandey , Mattias Sandberg , Erik von Schwerin , Anders Szepessy , Raúl Tempone

Adaptive sampling is a useful algorithmic tool for data summarization problems in the classical centralized setting, where the entire dataset is available to the single processor performing the computation. Adaptive sampling repeatedly…

Data Structures and Algorithms · Computer Science 2020-04-24 Sepideh Mahabadi , Ilya Razenshteyn , David P. Woodruff , Samson Zhou

Reuse of data in adaptive workflows poses challenges regarding overfitting and the statistical validity of results. Previous work has demonstrated that interacting with data via differentially private algorithms can mitigate overfitting,…

Machine Learning · Computer Science 2025-11-13 Neil G. Marchant , Benjamin I. P. Rubinstein

Data assimilation is an iterative approach to the problem of estimating the state of a dynamical system using both current and past observations of the system together with a model for the system's time evolution. Rather than solving the…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Brian R. Hunt , Eric J. Kostelich , Istvan Szunyogh

When data is of an extraordinarily large size or physically stored in different locations, the distributed nearest neighbor (NN) classifier is an attractive tool for classification. We propose a novel distributed adaptive NN classifier for…

Machine Learning · Statistics 2023-06-06 Ruiqi Liu , Ganggang Xu , Zuofeng Shang

We analyze continuous data assimilation by nudging for the 3D Ladyzhenskaya equations. The analysis provides conditions on the spatial resolution of the observed data that guarantee synchronization to the reference solution associated with…

Dynamical Systems · Mathematics 2021-08-10 Yu Cao , Andrea Giorgini , Michael Jolly , Ali Pakzad

Sparse sensor networks in weather and ocean modeling observe only a small fraction of the system state, which destabilizes standard nudging-based data assimilation. We introduce Interpolated Discrepancy Data Assimilation (IDDA), which…

Numerical Analysis · Mathematics 2025-11-03 Tong Wu , Humberto Godinez , Vitaliy Gyrya , James M. Hyman

A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…

Computation · Statistics 2015-09-18 Carlo Albert

Graph embedding methods represent nodes in a continuous vector space, preserving information from the graph (e.g. by sampling random walks). There are many hyper-parameters to these methods (such as random walk length) which have to be…

Machine Learning · Computer Science 2018-12-27 Sami Abu-El-Haija , Bryan Perozzi , Rami Al-Rfou , Alex Alemi

The error analysis of a proper orthogonal decomposition (POD) data assimilation (DA) scheme for the Navier-Stokes equations is carried out. A grad-div stabilization term is added to the formulation of the POD method. Error bounds with…

Numerical Analysis · Mathematics 2020-04-21 Bosco García Archilla , Julia Novo , Samuele Rubino

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to…

Numerical Analysis · Mathematics 2024-02-13 Colin John Cotter , Dan Crisan , Maneesh Kumar Singh

This work investigates the effectiveness of the Back-and-Forth Nudging (BFN) data assimilation algorithm, specifically its performance when employing the Azouani-Olson-Titi (AOT) continuous data assimilation downscaling nudging algorithm,…

Analysis of PDEs · Mathematics 2026-04-23 Aseel Farhat , Edriss S. Titi , Collin Victor

Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…

Chaotic Dynamics · Physics 2025-04-09 Max M. Chumley , Firas A. Khasawneh

Variational data assimilation technique applied to identification of optimal approximations of derivatives near boundary is discussed in frames of one-dimensional wave equation. Simplicity of the equation and of its numerical scheme allows…

Mathematical Physics · Physics 2015-05-13 Eugene Kazantsev

A simplified model of natural convection, similar to the Lorenz (1963) system, is compared to computational fluid dynamics simulations in order to test data assimilation methods and better understand the dynamics of convection. The…

Dynamical Systems · Mathematics 2012-04-23 Kameron Decker Harris , El Hassan Ridouane , Darren L. Hitt , Christopher M. Danforth

We address data assimilation for linear and nonlinear dynamical systems via the so-called \emph{model reference adaptive system}. Continuing our theoretical developments in \cite{Tram_Kaltenbacher_2021}, we deliver the first practical…

Optimization and Control · Mathematics 2026-02-12 Benedikt Kaltenbach , Christian Aarset , Tram Thi Ngoc Nguyen

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

In this work, an adaptive predictive control scheme for linear systems with unknown parameters and bounded additive disturbances is proposed. In contrast to related adaptive control approaches that robustly consider the parametric…

Systems and Control · Electrical Eng. & Systems 2025-03-03 Johannes Teutsch , Christopher Narr , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We introduce a mathematical formulation of feature-informed data assimilation (FIDA). In FIDA, the information about feature events, such as shock waves, level curves, wavefronts and peak value, in dynamical systems are used for the…

Systems and Control · Electrical Eng. & Systems 2022-11-02 Wei Kang , Daniel M. Tartakovsky , Apoorv Srivastava

We introduce a data assimilation strategy aimed at accurately capturing key non-Gaussian structures in probability distributions using a small ensemble size. A major challenge in statistical forecasting of nonlinearly coupled multiscale…

Numerical Analysis · Mathematics 2025-04-01 Di Qi , Jian-Guo Liu
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