English
Related papers

Related papers: A Score Filter Enhanced Data Assimilation Framewor…

200 papers

Data assimilation algorithms are used to estimate the states of a dynamical system using partial and noisy observations. The ensemble Kalman filter has become a popular data assimilation scheme due to its simplicity and robustness for a…

Numerical Analysis · Mathematics 2021-06-23 Gottfried Hastermann , Maria Reinhardt , Rupert Klein , Sebastian Reich

The ensemble Gaussian mixture filter (EnGMF) is a non-linear filter suited to data assimilation of highly non-Gaussian and non-linear models that has practical utility in the case of a small number of samples, and theoretical convergence to…

Optimization and Control · Mathematics 2024-06-03 Andrey A. Popov , Enrico M. Zucchelli , Renato Zanetti

Ensembles of models often yield improvements in system performance. These ensemble approaches have also been empirically shown to yield robust measures of uncertainty, and are capable of distinguishing between different \emph{forms} of…

Machine Learning · Statistics 2019-11-27 Andrey Malinin , Bruno Mlodozeniec , Mark Gales

This work presents a hybrid modeling approach to data-driven learning and representation of unknown physical processes and closure parameterizations. These hybrid models are suitable for situations where the mechanistic description of…

Computational Physics · Physics 2021-08-17 Suraj Pawar , Omer San , Adil Rasheed , Ionel M. Navon

Recent advances in deep learning has witnessed many innovative frameworks that solve high dimensional mean-field games (MFG) accurately and efficiently. These methods, however, are restricted to solving single-instance MFG and demands…

Machine Learning · Computer Science 2024-04-25 Han Huang , Rongjie Lai

The ensemble Kalman filter (EnKF) is an efficient algorithm for many data assimilation problems. In certain circumstances, however, divergence of the EnKF might be spotted. In previous studies, the authors proposed an…

Atmospheric and Oceanic Physics · Physics 2014-08-19 Xiaodong Luo , Ibrahim Hoteit

The performance of ensemble-based data assimilation techniques that estimate the state of a dynamical system from partial observations depends crucially on the prescribed uncertainty of the model dynamics and of the observations. These are…

Computation · Statistics 2021-02-24 Tadeo Javier Cocucci , Manuel Pulido , Magdalena Lucini , Pierre Tandeo

While machine learning-based weather prediction (MLWP) has achieved significant advancements, research on assimilating real observations or ensemble forecasts within MLWP models remains limited. We introduce ClimaX-LETKF, the first purely…

Machine Learning · Computer Science 2025-12-17 Akira Takeshima , Kenta Shiraishi , Atsushi Okazaki , Tadashi Tsuyuki , Shunji Kotsuki

Time series (TS) data are ubiquitous across various application areas, rendering time series forecasting (TSF) a fundamental task. With the astounding advances in large language models (LLMs), a variety of methods have been developed to…

Artificial Intelligence · Computer Science 2025-08-25 Zhuomin Chen , Dan Li , Jiahui Zhou , Shunyu Wu , Haozheng Ye , Jian Lou , See-Kiong Ng

A novel method, based on the combination of data assimilation and machine learning is introduced. The new hybrid approach is designed for a two-fold scope: (i) emulating hidden, possibly chaotic, dynamics and (ii) predicting their future…

Machine Learning · Statistics 2020-07-27 Julien Brajard , Alberto Carassi , Marc Bocquet , Laurent Bertino

End-to-end autonomous driving has emerged as a promising paradigm for achieving robust and intelligent driving policies. However, existing end-to-end methods still face significant challenges, such as suboptimal decision-making in complex…

Robotics · Computer Science 2025-10-29 Peiru Zheng , Yun Zhao , Zhan Gong , Hong Zhu , Shaohua Wu

Learning from multimodal datasets can leverage complementary information and improve performance in prediction tasks. A commonly used strategy to account for feature correlations in high-dimensional datasets is the latent variable approach.…

Machine Learning · Computer Science 2024-10-01 Lingchao Mao , Qi wang , Yi Su , Fleming Lure , Jing Li

Longitudinal Dispersion(LD) is the dominant process of scalar transport in natural streams. An accurate prediction on LD coefficient(Dl) can produce a performance leap in related simulation. The emerging machine learning(ML) techniques…

Geophysics · Physics 2021-07-28 Yifeng Zhao , Pei Zhang , S. A. Galindo-Torres , Stan Z. Li

We introduce a score-based generative sampling method for solving the nonlinear filtering problem with robust accuracy. A major drawback of existing nonlinear filtering methods, e.g., particle filters, is the low stability. To overcome this…

Optimization and Control · Mathematics 2023-06-16 Feng Bao , Zezhong Zhang , Guannan Zhang

Machine learning has become a powerful tool for enhancing data assimilation. While supervised learning remains the standard method, reinforcement learning (RL) offers unique advantages through its sequential decision-making framework, which…

Machine Learning · Computer Science 2025-05-09 Pouria Behnoudfar , Nan Chen

The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems…

Dynamical Systems · Mathematics 2022-08-18 Matthew E. Levine , Andrew M. Stuart

This work presents a fast, uncertainty-aware sequential data assimilation framework for estimating key aerodynamic states (e.g., instantaneous vorticity fields and aerodynamic loads) during severe gust encounters, where vortex-gust…

Fluid Dynamics · Physics 2026-03-20 Hanieh Mousavi , Anya Jones , Jeff Eldredge

We present a practical implementation of the ensemble Kalman (EnKF) filter based on an iterative Sherman-Morrison formula. The new direct method exploits the special structure of the ensemble-estimated error covariance matrices in order to…

Numerical Analysis · Computer Science 2015-02-03 Elias D. Nino-Ruiz , Adrian Sandu , Jeffrey Anderson

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…

Methodology · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke , Mark van der Laan

Through ensemble-based data assimilation (DA), we address one of the most notorious difficulties in phase-resolved ocean wave forecast, regarding the deviation of numerical solution from the true surface elevation due to the chaotic nature…

Atmospheric and Oceanic Physics · Physics 2021-07-01 Guangyao Wang , Yulin Pan