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The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models. However, the presence of numerous latent variables in GPSSM incurs unresolved issues for existing variational…

Machine Learning · Computer Science 2024-07-23 Zhidi Lin , Yiyong Sun , Feng Yin , Alexandre Hoang Thiéry

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…

Methodology · Statistics 2025-09-18 Shouxia Wang , Hao-Xuan Sun , Song Xi Chen

Flood simulation and forecast capability have been greatly improved thanks to advances in data assimilation (DA) strategies incorporating various types of observations; many are derived from spatial Earth Observation. This paper focuses on…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…

Optimization and Control · Mathematics 2025-05-02 Amit N. Subrahmanya , Adrian Sandu

Although data assimilation originates from control theory, the relationship between modern data assimilation methods in geoscience and model predictive control has not been extensively explored. In the present paper, I discuss that the…

Geophysics · Physics 2024-10-21 Yohei Sawada

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

This study considers the data assimilation problem in coupled systems, which consists of two components (sub-systems) interacting with each other through certain coupling terms. A straightforward way to tackle the assimilation problem in…

Atmospheric and Oceanic Physics · Physics 2015-06-22 Xiaodong Luo , Ibrahim Hoteit

The weather and climate domains are undergoing a significant transformation thanks to advances in AI-based foundation models such as FourCastNet, GraphCast, ClimaX and Pangu-Weather. While these models show considerable potential, they are…

Machine Learning · Computer Science 2024-07-18 Junqi Yin , Siming Liang , Siyan Liu , Feng Bao , Hristo G. Chipilski , Dan Lu , Guannan Zhang

Ensemble Kalman Filtering (EnKF) is a popular technique for data assimilation, with far ranging applications. However, the vanilla EnKF framework is not well-defined when perturbations are nonlinear. We study two non-linear extensions of…

Machine Learning · Statistics 2024-09-24 Zachariah Malik , Romit Maulik

Ensemble-based data assimilation (DA) methods have become increasingly popular due to their inherent ability to address nonlinear dynamic problems. However, these methods often face a trade-off between analysis accuracy and computational…

Machine Learning · Computer Science 2026-05-26 Zhilin Li , Zhou Yao , Xianglong Li , Zeng Liu , Zhaokuan Lu , Shanlin Xu , Seungnam Kim , Guangyao Wang

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

Methodology · Statistics 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

In this paper, we introduce an effective United Filter method for jointly estimating the solution state and physical parameters in flow and transport problems within fractured porous media. Fluid flow and transport in fractured porous media…

Numerical Analysis · Mathematics 2025-03-12 Toan Huynh , Thi-Thao-Phuong Hoang , Guannan Zhang , Feng Bao

This work introduces a new, distributed implementation of the Ensemble Kalman Filter (EnKF) that allows for non-sequential assimilation of large datasets in high-dimensional problems. The traditional EnKF algorithm is computationally…

Machine Learning · Statistics 2023-11-23 Cédric Travelletti , Jörg Franke , David Ginsbourger , Stefan Brönnimann

The Ensemble Kalman Filter (EnKF) is a popular sequential data assimilation method that has been increasingly used for parameter estimation and forecast prediction in epidemiological studies. The observation function plays a critical role…

Methodology · Statistics 2021-07-20 Leah Mitchell , Andrea Arnold

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

Machine learning techniques have seen a tremendous rise in popularity in weather and climate sciences. Data assimilation (DA), which combines observations and numerical models, has great potential to incorporate machine learning and…

Machine Learning · Computer Science 2024-03-20 Feiyu Lu

Data assimilation, in its most comprehensive form, addresses the Bayesian inverse problem of identifying plausible state trajectories that explain noisy or incomplete observations of stochastic dynamical systems. Various approaches have…

Machine Learning · Computer Science 2023-11-01 François Rozet , Gilles Louppe

Owing to advances in data assimilation, notably Ensemble Kalman Filter (EnKF), flood simulation and forecast capabilities have greatly improved in recent years. The motivation of the research work is to reduce comprehensively the…

Image and Video Processing · Electrical Eng. & Systems 2023-10-25 Thanh Huy Nguyen , Sophie Ricci , Andrea Piacentini , Ehouarn Simon , Raquel Rodriguez Suquet , Santiago Peña Luque

Over the years data assimilation methods have been developed to obtain estimations of uncertain model parameters by taking into account a few observations of a model state. The most reliable methods of MCMC are computationally expensive.…

Applications · Statistics 2018-11-14 Sangeetika Ruchi , Svetlana Dubinkina

Data assimilation is a method of uncertainty quantification to estimate the hidden true state by updating the prediction owing to model dynamics with observation data. As a prediction model, we consider a class of nonlinear dynamical…

Statistics Theory · Mathematics 2026-03-05 Kota Takeda , Takashi Sakajo