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Data-driven methods have demonstrated strong predictive capabilities in fluid mechanics, yet most current applications still focus on simplified configurations, often characterised by statistical stationarity or limited temporal…

Fluid Dynamics · Physics 2025-11-21 Miguel M. Valero , Marcello Meldi

Data assimilation of observational data into full atmospheric states is essential for weather forecast model initialization. Recently, methods for deep generative data assimilation have been proposed which allow for using new input data…

Data assimilation is the process of estimating the state of a dynamical system over time by combining model predictions with measurements. This task becomes challenging when the system is nonlinear and high-dimensional. To address this,…

Machine Learning · Statistics 2026-05-22 Eunbi Yoon , Won Chang , Donghan Kim , Dae Wook Kim

Data Assimilation is a cornerstone of atmospheric system modeling, tasked with reconstructing system states by integrating sparse, noisy observations with prior estimation. While traditional approaches like variational and ensemble Kalman…

Machine Learning · Computer Science 2025-11-04 Hao Wang , Zixuan Weng , Jindong Han , Wei Fan , Hao Liu

Implicit particle filters for data assimilation generate high-probability samples by representing each particle location as a separate function of a common reference variable. This representation requires that a certain underdetermined…

Numerical Analysis · Mathematics 2015-05-27 Matthias Morzfeld , Xuemin Tu , Ethan Atkins , Alexandre J. Chorin

Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…

Numerical Analysis · Mathematics 2024-05-24 Iris Rammelmüller , Gottfried Hastermann , Jana de Wiljes

Data assimilation plays a crucial role in numerical modeling, enabling the integration of real-world observations into mathematical models to enhance the accuracy and predictive capabilities of simulations. This approach is widely applied…

Numerical Analysis · Mathematics 2024-11-08 Alexander Lobbe , Dan Crisan , Oana Lang

To improve the physical understanding and the predictions of complex dynamic systems, such as ocean dynamics and weather predictions, it is of paramount interest to identify interpretable models from coarsely and off-grid sampled…

Computational Physics · Physics 2021-05-04 Gert-Jan Both , Georges Tod , Remy Kusters

Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle…

Artificial Intelligence · Computer Science 2021-11-11 Xiongjie Chen , Hao Wen , Yunpeng Li

We study the problem of learning clusters of partially observed linear dynamical systems from multiple input-output trajectories. This setting is particularly relevant when there are limited observations (e.g., short trajectories) from…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Maryann Rui , Munther A. Dahleh

We introduce a robust framework for learning various generalized Hamiltonian dynamics from noisy, sparse phase-space data and in an unsupervised manner based on variational Bayesian inference. Although conservative, dissipative, and…

Machine Learning · Computer Science 2025-09-10 Luke McLennan , Yi Wang , Ryan Farell , Minh Nguyen , Chandrajit Bajaj

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

We show, using idealized models, that numerical data assimilation can be successful only if an effective dimension of the problem is not excessive. This effective dimension depends on the noise in the model and the data, and in physically…

Mathematical Physics · Physics 2015-06-15 Alexandre J. Chorin , Matthias Morzfeld

Accuracy and generalization capabilities are key objectives when learning dynamical system models. To obtain such models from limited data, current works exploit prior knowledge and assumptions about the system. However, the fusion of…

Machine Learning · Statistics 2025-08-22 Björn Volkmann , Jan-Hendrik Ewering , Michael Meindl , Simon F. G. Ehlers , Thomas Seel

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Data Analysis, Statistics and Probability · Physics 2013-01-01 K. J. H. Law , A. M. Stuart

The future success of the Navy will depend, in part, on artificial intelligence. In practice, many artificially intelligent algorithms, and in particular deep learning models, rely on continual learning to maintain performance in dynamic…

Machine Learning · Computer Science 2023-11-21 Ari Goodman , Ryan O'Shea , Noam Hirschorn , Hubert Chrostowski

We propose an asymptotic framework to analyze the performance of (personalized) federated learning algorithms. In this new framework, we formulate federated learning as a multi-criterion objective, where the goal is to minimize each…

Machine Learning · Computer Science 2022-02-21 Gary Cheng , Karan Chadha , John Duchi

Data assimilation (DA) is a fundamental computational technique that integrates numerical simulation models and observation data on the basis of Bayesian statistics. Originally developed for meteorology, especially weather forecasting, DA…

A novel strategy is proposed to improve the accuracy of state estimation and reconstruction from low-fidelity models and sparse data from sensors. This strategy combines ensemble Data Assimilation (DA) and Machine Learning (ML) tools,…

Fluid Dynamics · Physics 2025-01-31 Miguel M. Valero , Marcello Meldi

Differentiable particle filters are an emerging class of particle filtering methods that use neural networks to construct and learn parametric state-space models. In real-world applications, both the state dynamics and measurements can…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Wenhan Li , Xiongjie Chen , Wenwu Wang , Víctor Elvira , Yunpeng Li