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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

Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and applied to data assimilation via particle filters. Implicit sampling makes it possible to use the data to find high-probability samples at…

Computation · Statistics 2015-06-02 Alexandre J. Chorin , Fei Lu , Robert N. Miller , Matthias Morzfeld , Xuemin Tu

A framework for data assimilation combining aspects of operator-theoretic ergodic theory and quantum mechanics is developed. This framework adapts the Dirac--von Neumann formalism of quantum dynamics and measurement to perform sequential…

Mathematical Physics · Physics 2019-09-18 Dimitrios Giannakis

We propose a novel framework for combining datasets via alignment of their intrinsic geometry. This alignment can be used to fuse data originating from disparate modalities, or to correct batch effects while preserving intrinsic data…

Machine Learning · Computer Science 2020-01-31 Jay S. Stanley , Scott Gigante , Guy Wolf , Smita Krishnaswamy

Improved estimation of hydrometeorological states from down-sampled observations and background model forecasts in a noisy environment, has been a subject of growing research in the past decades. Here, we introduce a unified framework that…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Ardeshir Mohammad Ebtehaj , Efi Foufoula-Georgiou

Data assimilation is a vital component in modern global medium-range weather forecasting systems to obtain the best estimation of the atmospheric state by combining the short-term forecast and observations. Recently, AI-based data…

Machine Learning · Computer Science 2024-06-05 Kun Chen , Tao Chen , Peng Ye , Hao Chen , Kang Chen , Tao Han , Wanli Ouyang , Lei Bai

Numerical solvers using adaptive meshes can focus computational power on important regions of a model domain capturing important or unresolved physics. The adaptation can be informed by the model state, external information, or made to…

Applications · Statistics 2021-05-12 Christian Sampson , Alberto Carrassi , Ali Aydoğdu , Chris K. R. T Jones

Data assimilation is concerned with sequentially estimating a temporally-evolving state. This task, which arises in a wide range of scientific and engineering applications, is particularly challenging when the state is high-dimensional and…

Machine Learning · Statistics 2021-07-21 Yuming Chen , Daniel Sanz-Alonso , Rebecca Willett

Data assimilation combines (imperfect) knowledge of a flow's physical laws with (noisy, time-lagged, and otherwise imperfect) observations to produce a more accurate prediction of flow statistics. Assimilation by nudging (from 1964), while…

Numerical Analysis · Mathematics 2024-07-31 Aytekin Çıbık , Rui Fang , William Layton , Farjana Siddiqua

Low-order thermoacoustic models are qualitatively correct, but they are typically quantitatively inaccurate. We propose a time-domain bias-aware method to make qualitatively low--order models quantitatively (more) accurate. First, we…

Fluid Dynamics · Physics 2022-11-10 Andrea Nóvoa , Luca Magri

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

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

Clustering attempts to partition data instances into several distinctive groups, while the similarities among data belonging to the common partition can be principally reserved. Furthermore, incomplete data frequently occurs in many…

Machine Learning · Computer Science 2022-08-30 Miao Cheng , Xinge You

This paper develops a computational framework for optimizing the parameters of data assimilation systems in order to improve their performance. The approach formulates a continuous meta-optimization problem for parameters; the…

Computational Engineering, Finance, and Science · Computer Science 2015-06-16 Alexandru Cioaca , Adrian Sandu

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is…

Numerical Analysis · Mathematics 2024-03-07 Tongtong Li , Anne Gelb , Yoonsang Lee

We present a convolution-based data assimilation method tailored to neuronal electrophysiology, addressing the limitations of traditional value-based synchronization approaches. While conventional methods rely on nudging terms and pointwise…

Neurons and Cognition · Quantitative Biology 2025-06-16 Dawei Li , Henry D. I. Abarbanel

An applied problem facing all areas of data science is harmonizing data sources. Joining data from multiple origins with unmapped and only partially overlapping features is a prerequisite to developing and testing robust, generalizable…

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

AI and data-driven models have large potential for data assimilation applications by creating fast and accurate forecasts. Their tendency to produce spurious inaccurate, nonphysical results -- hallucination -- however, raises a serious…

Computational Engineering, Finance, and Science · Computer Science 2026-04-28 Andrey A. Popov
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