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We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field…

Other Condensed Matter · Physics 2007-05-23 David H. Wolpert , Chiu Fan Lee

We propose a new globalization strategy that can be used in unconstrained optimization algorithms to support rapid convergence from remote starting points. Our approach is based on using multiple points at each iteration to build a…

Optimization and Control · Mathematics 2017-05-16 Figen Öztoprak , Ş. İlker Birbil

We introduce a continuous global optimization method to the field of surface reconstruction from discrete noisy cloud of points with weak information on orientation. The proposed method uses an energy functional combining flux-based…

Graphics · Computer Science 2017-08-01 Rongjiang Pan , Vaclav Skala

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

This paper presents the development of an algorithm, termed the Global-Local Hybrid Surrogate (GLHS), designed to efficiently compute the probability of rare failure events in complex systems. The primary goal is to enhance the accuracy of…

Computational Engineering, Finance, and Science · Computer Science 2026-03-19 Audrey Gaymann , Juan M. Cardenas , Sung Min Jo , Marco Panesi , Alireza Doostan

The ultra-long relaxation time of glass transition makes it difficult to construct atomic models of amorphous materials by conventional methods. We propose a novel method for building such atomic models using data assimilation method by…

Materials Science · Physics 2022-12-14 Yuansheng Zhao , Ryuhei Sato , Shinji Tsuneyuki

We commonly refer to state-estimation theory in geosciences as data assimilation. This term encompasses the entire sequence of operations that, starting from the observations of a system, and from additional statistical and dynamical…

Atmospheric and Oceanic Physics · Physics 2018-06-11 Alberto Carrassi , Marc Bocquet , Laurent Bertino , Geir Evensen

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

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

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

Relevant comprehension of flood hazards has emerged as a crucial necessity, especially as the severity and the occurrence of flood events intensify with climate changes. Flood simulation and forecast capability have been greatly improved…

Image and Video Processing · Electrical Eng. & Systems 2022-11-18 Thanh Huy Nguyen , Anthéa Delmotte , Christophe Fatras , Peter Kettig , Andrea Piacentini , Sophie Ricci

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

Data assimilation combines prior (or background) information with observations to estimate the initial state of a dynamical system over a given time-window. A common application is in numerical weather prediction where a previous forecast…

Optimization and Control · Mathematics 2021-07-27 Coralia Cartis , Maha H. Kaouri , Amos S. Lawless , Nancy K. Nichols

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

Global data assimilation enables weather forecasting at all scales and provides valuable data for studying the Earth system. However, the computational demands of physics-based algorithms used in operational systems limits the volume and…

Machine Learning · Computer Science 2024-07-17 Thomas J. Vandal , Kate Duffy , Daniel McDuff , Yoni Nachmany , Chris Hartshorn

We present a new continuous data assimilation algorithm based on ideas that have been developed for designing finite-dimensional feedback controls for dissipative dynamical systems, in particular, in the context of the incompressible…

Analysis of PDEs · Mathematics 2015-06-15 Abderrahim Azouani , Eric Olson , Edriss S. Titi

3D Gaussian Splatting (3DGS) optimization is most commonly performed using standard optimizers (Adam, SGD). While stable across diverse scenes, standard optimizers are general-purpose and not tailored to the structure of the problem. In…

Computer Vision and Pattern Recognition · Computer Science 2026-05-18 Naama Pearl , Stefano Esposito , Haofei Xu , Amit Peleg , Patricia Gschossmann , Lorenzo Porzi , Peter Kontschieder , Gerard Pons-Moll , Andreas Geiger

High accuracy complex computer models, or simulators, require large resources in time and memory to produce realistic results. Statistical emulators are computationally cheap approximations of such simulators. They can be built to replace…

Computation · Statistics 2016-08-25 Xiaoyu Liu , Serge Guillas

In this paper we provide an analytical framework for investigating the efficiency of a consensus-based model for tackling global optimization problems. This work justifies the optimization algorithm in the mean-field sense showing the…

Analysis of PDEs · Mathematics 2018-02-08 José A. Carrillo , Young-Pil Choi , Claudia Totzeck , Oliver Tse

Solving the shallow water equations efficiently is critical to the study of natural hazards induced by tsunami and storm surge, since it provides more response time in an early warning system and allows more runs to be done for…

Computational Physics · Physics 2019-01-23 Xinsheng Qin , Randall LeVeque , Michael Motley
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