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Related papers: Balancing Accuracy and Speed: A Multi-Fidelity Ens…

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Machine learning force fields (MLFFs) are a promising approach to balance the accuracy of quantum mechanics with the efficiency of classical potentials, yet selecting an optimal model amid increasingly diverse architectures that delivers…

Machine Learning · Computer Science 2025-12-09 Bangchen Yin , Yue Yin , Yuda W. Tang , Hai Xiao

This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is…

Data Analysis, Statistics and Probability · Physics 2019-03-27 Patrick N. Raanes , Marc Bocquet , Alberto Carrassi

Ensemble methods, such as the ensemble Kalman filter (EnKF), the local ensemble transform Kalman filter (LETKF), and the ensemble Kalman smoother (EnKS) are widely used in sequential data assimilation, where state vectors are of huge…

Probability · Mathematics 2019-01-03 El houcine Bergou , Serge Gratton , Jan Mandel

We propose a Neural-Enhanced Distributed Kalman Filter (NDKF) for multi-sensor state estimation in nonlinear systems. Unlike traditional Kalman filters that rely on explicit analytical models and assume centralized fusion, NDKF leverages…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Siavash Farzan , Bennett Parisi

The phase-field approach to brittle fracture provides a continuum framework for modeling crack initiation and propagation without explicit representation of discrete crack surfaces, provided the spatial discretization is fine enough to…

Computational Engineering, Finance, and Science · Computer Science 2026-03-11 Lucas Hermann , Ralf Jänicke , Knut Andreas Meyer , Ulrich Römer

The present research work proposes advancement for Data Assimilation strategies using Convolutional Neural Networks (CNN). More precisely, multi-fidelity and multi-level algorithms for the Ensemble Kalman Filter are enhanced by CNN tools,…

Fluid Dynamics · Physics 2025-07-21 Tom Moussie , Paolo Errante , Marcello Meldi

In a recent methodological paper, we showed how to learn chaotic dynamics along with the state trajectory from sequentially acquired observations, using local ensemble Kalman filters. Here, we more systematically investigate the possibility…

Machine Learning · Statistics 2022-10-19 Quentin Malartic , Alban Farchi , Marc Bocquet

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

Intraoperative tracking of surgical instruments is an inevitable task of computer-assisted surgery. An optical tracking system often fails to precisely reconstruct the dynamic location and pose of a surgical tool due to the acquisition…

Robotics · Computer Science 2020-12-23 Md Ashikuzzaman , Noushin Jafarpisheh , Sunil Rottoo , Pierre Brisson , Hassan Rivaz

The task of dynamic flow estimation is to construct an approximation of an evolving flow---and particularly, its response to disturbances---using measurements from available sensors. Building from previous work by Darakananda et al.~(Phys…

Fluid Dynamics · Physics 2021-05-19 Mathieu Le Provost , Jeff D. Eldredge

This paper investigates an approximation scheme of the optimal nonlinear Bayesian filter based on the Gaussian mixture representation of the state probability distribution function. The resulting filter is similar to the particle filter,…

Data Analysis, Statistics and Probability · Physics 2015-05-30 Ibrahim Hoteit , Xiaodong Luo , Dinh-Tuan Pham

Deep learning-based fault diagnosis (FD) approaches require a large amount of training data, which are difficult to obtain since they are located across different entities. Federated learning (FL) enables multiple clients to collaboratively…

Machine Learning · Computer Science 2023-10-16 Jixuan Cui , Jun Li , Zhen Mei , Kang Wei , Sha Wei , Ming Ding , Wen Chen , Song Guo

Emulating high-accuracy computationally expensive models is crucial for tasks requiring numerous model evaluations, such as uncertainty quantification and optimization. When lower-fidelity models are available, they can be used to improve…

Methodology · Statistics 2024-10-30 Katerina Giannoukou , Stefano Marelli , Bruno Sudret

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

Multi-fidelity surrogate models combining dimensionality reduction and an intermediate surrogate in the reduced space allow a cost-effective emulation of simulators with functional outputs. The surrogate is an input-output mapping learned…

Computational Engineering, Finance, and Science · Computer Science 2024-12-17 Lucas Brunel , Mathieu Balesdent , Loïc Brevault , Rodolphe Le Riche , Bruno Sudret

A new ensemble filter that allows for the uncertainty in the prior distribution is proposed and tested. The filter relies on the conditional Gaussian distribution of the state given the model-error and predictability-error covariance…

Data Analysis, Statistics and Probability · Physics 2016-12-19 Michael Tsyrulnikov , Alexander Rakitko

A scheme is proposed to improve the performance of the ensemble-based Kalman Filters during the initial spin-up period. By applying the no-cost ensemble Kalman Smoother, this scheme allows the model solutions for the ensemble to be "running…

Chaotic Dynamics · Physics 2008-06-03 Eugenia Kalnay , Shu-Chih Yang

This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our…

Computational Engineering, Finance, and Science · Computer Science 2025-07-03 Paul Jeanney , Ashton Hetherington , Shady E. Ahmed , David Lanceta , Susana Saiz , José Miguel Perez , Soledad Le Clainche

We describe an application of the Invariant Extended Kalman Filter (IEKF) design methodology to the scan matching SLAM problem. We review the theoretical foundations of the IEKF and its practical interest of guaranteeing robustness to poor…

Systems and Control · Computer Science 2014-10-17 Martin Barczyk , Silvère Bonnabel , Jean-Emmanuel Deschaud , François Goulette

The ensemble Kalman inversion (EKI), as a derivative-free methodology, has been widely used in the parameter estimation of inverse problems. Unfortunately, its cost may become moderately large for systems described by high dimensional…

Numerical Analysis · Mathematics 2018-09-25 Liang Yan , Tao Zhou