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Data assimilation (DA) methods combine model predictions with observational data to improve state estimation in dynamical systems, inspiring their increasingly prominent role in geophysical and climate applications. Classical DA methods…

Numerical Analysis · Mathematics 2025-10-23 Lizuo Liu , Tongtong Li , Anne Gelb

Machine learning (ML) is redefining what is possible in data-intensive fields of science and engineering. However, applying ML to problems in the physical sciences comes with a unique set of challenges: scientists want physically…

Computational Physics · Physics 2020-07-06 Kathleen Champion , Peng Zheng , Aleksandr Y. Aravkin , Steven L. Brunton , J. Nathan Kutz

Filtering - the task of estimating the conditional distribution for states of a dynamical system given partial and noisy observations - is important in many areas of science and engineering, including weather and climate prediction.…

Machine Learning · Computer Science 2025-03-25 Eviatar Bach , Ricardo Baptista , Enoch Luk , Andrew Stuart

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

We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-ENKF formulation of arXiv:2509.11210 to the augmented…

Numerical Analysis · Mathematics 2026-02-09 Fabio Nobile , Sébastien Riffaud , Thomas Trigo Trindade

The use of model order reduction techniques in combination with ensemble-based methods for estimating the state of systems described by nonlinear partial differential equations has been of great interest in recent years in the data…

Numerical Analysis · Mathematics 2024-12-18 Francesco A. B. Silva , Cecilia Pagliantini , Karen Veroy

This paper introduces a novel end-to-end framework that efficiently integrates data quality assessment with machine learning (ML) model operations in real-time production environments. While existing approaches treat data quality assessment…

Machine Learning · Computer Science 2025-12-24 Firas Bayram , Bestoun S. Ahmed , Erik Hallin

Ensemble methods such as the Ensemble Kalman Filter (EnKF) are widely used for data assimilation in large-scale geophysical applications, as for example in numerical weather prediction (NWP). There is a growing interest for physical models…

Applications · Statistics 2018-08-01 Sylvain Robert , Hans R. Künsch

Ensemble randomized maximum likelihood (EnRML) is an iterative (stochastic) ensemble smoother, used for large and nonlinear inverse problems, such as history matching and data assimilation. Its current formulation is overly complicated and…

Data Analysis, Statistics and Probability · Physics 2019-09-12 Patrick N. Raanes , Geir Evensen , Andreas S. Stordal

Matched filters are widely used to localise signal patterns due to their high efficiency and interpretability. However, their effectiveness deteriorates for low signal-to-noise ratio (SNR) signals, such as those recorded on edge devices,…

Signal Processing · Electrical Eng. & Systems 2025-09-01 Haozhe Tian , Qiyu Rao , Nina Moutonnet , Pietro Ferraro , Danilo Mandic

Working with a two-stage ice sheet model, we explore how statistical data assimilation methods can be used to improve predictions of glacier melt and relatedly, sea level rise. We find that the EnKF improves model runs initialized using…

Dynamical Systems · Mathematics 2023-05-23 Emily Corcoran , Logan Knudsen , Talea Mayo , Hannah Park-Kaufmann , Alexander Robel

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

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

Currently, more and more machine learning (ML) surrogates are being developed for computationally expensive physical models. In this work we investigate the use of a Multi-Fidelity Ensemble Kalman Filter (MF-EnKF) in which the low-fidelity…

Machine Learning · Computer Science 2025-12-16 Jeffrey van der Voort , Martin Verlaan , Hanne Kekkonen

Weather forecasting is fundamentally challenged by the chaotic nature of the atmosphere, necessitating probabilistic approaches to quantify uncertainty. While traditional ensemble prediction (EPS) addresses this through computationally…

Machine Learning · Computer Science 2025-11-19 Xinlei Xiong , Wenbo Hu , Shuxun Zhou , Kaifeng Bi , Lingxi Xie , Ying Liu , Richang Hong , Qi Tian

In recent years, the prosperity of deep learning has revolutionized the Artificial Neural Networks. However, the dependence of gradients and the offline training mechanism in the learning algorithms prevents the ANN for further improvement.…

Machine Learning · Computer Science 2020-10-07 Chong Chen , Qinghui Xing , Xin Ding , Yaru Xue , Tianfu Zhong

Machine-learning (ML) models, such as the AIFS at the ECMWF, have revolutionised weather forecasting in recent years. We present an extension of the AIFS that jointly models the atmosphere and surface ocean, including ocean waves and sea…

Sub-seasonal climate forecasting (SSF) is the prediction of key climate variables such as temperature and precipitation on the 2-week to 2-month time horizon. Skillful SSF would have substantial societal value in areas such as agricultural…

Atmospheric and Oceanic Physics · Physics 2021-10-12 Sijie He , Xinyan Li , Laurie Trenary , Benjamin A Cash , Timothy DelSole , Arindam Banerjee

With the growing adoption of deep learning models in different real-world domains, including computational biology, it is often necessary to understand which data features are essential for the model's decision. Despite extensive recent…

Machine Learning · Computer Science 2022-10-04 Prashnna K Gyawali , Xiaoxia Liu , James Zou , Zihuai He

A hybrid data assimilation algorithm is developed for complex dynamical systems with partial observations. The method starts with applying a spectral decomposition to the entire spatiotemporal fields, followed by creating a machine learning…

Computational Physics · Physics 2022-12-27 Changhong Mou , Leslie M. Smith , Nan Chen