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Data assimilation addresses the problem of identifying plausible state trajectories of dynamical systems given noisy or incomplete observations. In geosciences, it presents challenges due to the high-dimensionality of geophysical dynamical…

Machine Learning · Statistics 2023-11-03 François Rozet , Gilles Louppe

Data assimilation has become a key technique for combining physical models with observational data to estimate state variables. However, classical assimilation algorithms often struggle with the high nonlinearity present in both physical…

Machine Learning · Computer Science 2025-07-22 Zhuoyuan Li , Bin Dong , Pingwen Zhang

Data assimilation (DA) plays a pivotal role in numerical weather prediction by systematically integrating sparse observations with model forecasts to estimate optimal atmospheric initial condition for forthcoming forecasts. Traditional…

Atmospheric and Oceanic Physics · Physics 2025-10-28 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

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

Data assimilation (DA) aims to estimate the full state of a dynamical system by combining partial and noisy observations with a prior model forecast, commonly referred to as the background. In atmospheric applications, this problem is…

Atmospheric and Oceanic Physics · Physics 2025-05-29 Jing-An Sun , Hang Fan , Junchao Gong , Ben Fei , Kun Chen , Fenghua Ling , Wenlong Zhang , Wanghan Xu , Li Yan , Pierre Gentine , Lei Bai

We propose a novel learning-based surrogate data assimilation (DA) model for efficient state estimation in a limited area. Our model employs a feedforward neural network for online computation, eliminating the need for integrating…

Numerical Analysis · Mathematics 2023-07-17 Wei Kang , Liang Xu , Hong Zhou

Data assimilation (DA) methods use priors arising from differential equations to robustly interpolate and extrapolate data. Popular techniques such as ensemble methods that handle high-dimensional, nonlinear PDE priors focus mostly on state…

Machine Learning · Statistics 2024-06-05 Rafael Anderka , Marc Peter Deisenroth , So Takao

Data assimilation refers to the process of obtaining an estimate of a system's state using a model for the system's time evolution and a time series of measurements that are possibly noisy and incomplete. However, for practical reasons, the…

Chaotic Dynamics · Physics 2007-05-23 Matthew Cornick , Brian Hunt , Edward Ott , Michael F. Schatz

Starting from limited measurements of a turbulent flow, data assimilation (DA) attempts to estimate all the spatio-temporal scales of motion. Success is dependent on whether the system is observable from the measurements, or how much of the…

Fluid Dynamics · Physics 2026-02-16 Andrew Cleary , Qi Wang , Tamer A. Zaki

Data assimilation (DA) integrates observations with a dynamical model to estimate states of PDE-governed systems. Model-driven methods (e.g., Kalman, particle) presuppose full knowledge of the true dynamics, which is not always satisfied in…

Signal Processing · Electrical Eng. & Systems 2025-06-06 Siyi Chen , Yixuan Jia , Qing Qu , He Sun , Jeffrey A Fessler

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

Machine Learning · Statistics 2024-12-17 Jiahe Lin , George Michailidis

Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a…

In this article we develop algorithms for data assimilation based upon a computational time dependent stable/unstable splitting. Our particular method is based upon shadowing refinement and synchronization techniques and is motivated by…

Dynamical Systems · Mathematics 2017-07-31 Bart de Leeuw , Svetlana Dubinkina , Jason Frank , Andrew Steyer , Xuemin Tu , Erik Van Vleck

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

Data assimilation (DA) has increasingly emerged as a critical tool for state estimation across a wide range of applications. It is significantly challenging when the governing equations of the underlying dynamics are unknown. To this end,…

Machine Learning · Computer Science 2026-01-13 Ziyi Wang , Lijian Jiang

Data assimilation (DA) integrates observations with model forecasts to produce optimized atmospheric states, whose physical consistency is critical for stable weather forecasting and reliable climate research. Traditional Bayesian DA…

Atmospheric and Oceanic Physics · Physics 2026-03-05 Hang Fan , Lei Bai , Ben Fei , Yi Xiao , Kun Chen , Yubao Liu , Yongquan Qu , Fenghua Ling , Pierre Gentine

Data Assimilation is the process in which we improve the representation of the state of a physical system by combining information coming from a numerical model, real-world observations, and some prior modelling. It is widely used to model…

Optimization and Control · Mathematics 2025-01-09 Victor Trappler , Arthur Vidard

Data assimilation (DA) addresses the problem of sequentially estimating the state of a dynamical system from noisy and incomplete observations. In this work, we employ a diffusion model as a world model to simulate and predict the system's…

Machine Learning · Statistics 2026-05-26 Lifu Wei , Yinuo Ren , Naichen Shi , Yiping Lu

We propose closed-form conditional diffusion models for data assimilation. Diffusion models use data to learn the score function (defined as the gradient of the log-probability density of a data distribution), allowing them to generate new…

Machine Learning · Statistics 2026-04-02 Brianna Binder , Agnimitra Dasgupta , Assad Oberai

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

Statistics Theory · Mathematics 2025-06-10 Yuan Chen , Mathieu Gerber , Christophe Andrieu , Randal Douc
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