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This article develops a novel data assimilation methodology, addressing challenges that are common in real-world settings, such as severe sparsity of observations, lack of reliable models, and non-stationarity of the system dynamics. These…

Optimization and Control · Mathematics 2024-11-05 David J. Abers , George Hripcsak , Lena Mamykina , Melike Sirlanci , Esteban G. Tabak

Following the Unlimited Sampling strategy to alleviate the omnipresent dynamic range barrier, we study the problem of recovering a bandlimited signal from point-wise modulo samples, aiming to connect theoretical guarantees with hardware…

Information Theory · Computer Science 2022-04-06 Ayush Bhandari , Felix Krahmer , Thomas Poskitt

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

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

A simple algebraic algorithm is described to recover the (complex valued) gaugino/Higgsino basic parameters $\mu = |\mu| e^{i \phi_\mu}$, $M_1 = |M_1| e^{i \phi_{M_1}}$, $M_2 = |M_2|$, directly in terms of (a minimal set of) neutralino and…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. -L. Kneur , G. Moultaka

If the phase retrieval problem can be solved by a method similar to that of solving a system of linear equations under the context of FFT, the time complexity of computer based phase retrieval algorithm would be reduced. Here I present such…

Numerical Analysis · Mathematics 2013-05-20 Yuan Sun

We present two new methods for multivariate exponential analysis. In [7], we developed a new algorithm for reconstruction of univariate exponential sums by exploiting the rational structure of their Fourier coefficients and reconstructing…

Numerical Analysis · Mathematics 2025-04-29 Nadiia Derevianko , Lennart Aljoscha Hübner

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

Affine phase retrieval is the problem of recovering signals from the magnitude-only measurements with a priori information. In this paper, we use the $\ell_1$ minimization to exploit the sparsity of signals for affine phase retrieval,…

Information Theory · Computer Science 2022-09-20 Meng Huang , Shixiang Sun , Zhiqiang Xu

This paper is a contribution in the context of variational data assimilation combined with statistical learning. The framework of data assimilation traditionally uses data collected at sensor locations in order to bring corrections to a…

Numerical Analysis · Mathematics 2023-05-09 Amina Benaceur , Barbara Verfürth

A recursive least squares algorithm with variable rate forgetting (VRF) is derived by minimizing a quadratic cost function.Under persistent excitation and boundedness of the forgetting factor, the minimizer given by VRF is shown to converge…

Optimization and Control · Mathematics 2020-03-06 Adam L. Bruce , Ankit Goel , Dennis S. Bernstein

In this paper we study the problem of recovering a structured but unknown parameter ${\bf{\theta}}^*$ from $n$ nonlinear observations of the form $y_i=f(\langle {\bf{x}}_i,{\bf{\theta}}^*\rangle)$ for $i=1,2,\ldots,n$. We develop a…

Machine Learning · Statistics 2016-10-25 Samet Oymak , Mahdi Soltanolkotabi

We consider the classical 1D phase retrieval problem. In order to overcome the difficulties associated with phase retrieval from measurements of the Fourier magnitude, we treat recovery from the magnitude of the short-time Fourier transform…

Information Theory · Computer Science 2015-06-23 Yonina C. Eldar , Pavel Sidorenko , Dustin G. Mixon , Shaby Barel , Oren Cohen

In this study, we analyzed a continuous data assimilation scheme applied on a double-diffusive natural convection model. The algorithm is introduced with a first order backward Euler time scheme along with a finite element discretization in…

Numerical Analysis · Mathematics 2020-08-06 Mine Akbas , Aytekin Cibik

In this article, we prove that data assimilation by feedback nudging can be achieved for the three-dimensional quasi-geostrophic equation in a simplified scenario using only large spatial scale observables on the dynamical boundary. On this…

Analysis of PDEs · Mathematics 2016-12-12 Michael S. Jolly , Vincent R. Martinez , Edriss S. Titi

We consider a variable metric and inexact version of the FISTA-type algorithm considered in (Chambolle, Pock, 2016, Calatroni, Chambolle, 2019) for the minimization of the sum of two (possibly strongly) convex functions. The proposed…

Optimization and Control · Mathematics 2021-01-12 Simone Rebegoldi , Luca Calatroni

In this work we deal with parametric inverse problems, which consist in recovering a finite number of parameters describing the structure of an unknown object, from indirect measurements. State-of-the-art methods for approximating a…

Numerical Analysis · Mathematics 2021-12-22 Paolo Massa , Sara Garbarino , Federico Benvenuto

This paper considers the model problem of reconstructing an object from incomplete frequency samples. Consider a discrete-time signal $f \in \C^N$ and a randomly chosen set of frequencies $\Omega$ of mean size $\tau N$. Is it possible to…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg , Terence Tao

This paper proposes a wavelet-based method for analysing periodic autoregressive moving average (PARMA) time series. Even though Fourier analysis provides an effective method for analysing periodic time series, it requires the estimation of…

Methodology · Statistics 2024-03-04 Rhea Davis , N. Balakrishna

Motivated by the challenge of moment recovery in hydrodynamic approximation in kinetic theory, we propose a data-driven approach for the hydrodynamic models. Inspired by continuous data assimilation, our method introduces a relaxation-based…

Numerical Analysis · Mathematics 2025-07-25 Jingcheng Lu , Kunlun Qi , Li Wang , Jeff Calder
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