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Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…

Machine Learning · Computer Science 2023-05-26 Pierre Boudier , Anthony Fillion , Serge Gratton , Selime Gürol , Sixin Zhang

Accurate and efficient global ocean state estimation remains a grand challenge for Earth system science, hindered by the dual bottlenecks of computational scalability and degraded data fidelity in traditional data assimilation (DA) and deep…

Machine Learning · Computer Science 2025-11-11 Yanfei Xiang , Yuan Gao , Hao Wu , Quan Zhang , Ruiqi Shu , Xiao Zhou , Xi Wu , Xiaomeng Huang

Conventional recursive filtering approaches, designed for quantifying the state of an evolving uncertain dynamical system with intermittent observations, use a sequence of (i) an uncertainty propagation step followed by (ii) a step where…

Probability · Mathematics 2015-06-18 Wonjung Lee , Chris Farmer

The majority of data assimilation (DA) methods in the geosciences are based on Gaussian assumptions. While these assumptions facilitate efficient algorithms, they cause analysis biases and subsequent forecast degradations. Non-parametric,…

Methodology · Statistics 2025-05-12 Hristo G. Chipilski

Data assimilation (DA) is a cornerstone of scientific and engineering applications, combining model forecasts with sparse and noisy observations to estimate latent system states. Classical high-dimensional DA methods, such as the ensemble…

Machine Learning · Statistics 2026-05-28 Martin Andrae , Erik Wikingsson , So Takao , Tomas Landelius , Fredrik Lindsten

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

Flow and diffusion models achieve high-fidelity, high-resolution image synthesis, but often require many function evaluations (NFEs) at sampling time. Existing acceleration methods either require additional training through distillation or…

Computer Vision and Pattern Recognition · Computer Science 2026-05-20 Anuska Roy , Pravin Nair

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

In Data Assimilation, observations are fused with simulations to obtain an accurate estimate of the state and parameters for a given physical system. Combining data with a model, however, while accurately estimating uncertainty, is…

Computational Engineering, Finance, and Science · Computer Science 2024-06-05 Nikolaj T. Mücke , Sander M. Bohté , Cornelis W. Oosterlee

Practical data assimilation algorithms often contain hyper-parameters, which may arise due to, for instance, the use of certain auxiliary techniques like covariance inflation and localization in an ensemble Kalman filter, the…

Computation · Statistics 2022-06-08 Xiaodong Luo , Chuan-An Xia

Numerical modeling and simulation of two-phase flow in porous media is challenging due to the uncertainties in key parameters, such as permeability. To address these challenges, we propose a computational framework by utilizing the novel…

Numerical Analysis · Mathematics 2025-05-13 Ruoyu Hu , Sanjeeb Poudel , Feng Bao , Sanghyun Lee

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…

Every day, weather forecasting centres around the world make use of noisy, incomplete observations of the atmosphere to update their weather forecasts. This process is known as data assimilation, data fusion or state estimation and is best…

Multiagent Systems · Computer Science 2022-05-04 Daniel Tang , Nick Malleson

Data assimilation is a central problem in many geophysical applications, such as weather forecasting. It aims to estimate the state of a potentially large system, such as the atmosphere, from sparse observations, supplemented by prior…

Machine Learning · Computer Science 2024-06-24 Matthieu Blanke , Ronan Fablet , Marc Lelarge

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Machine Learning · Computer Science 2023-11-20 Gianluca M. Bencomo , Jake C. Snell , Thomas L. Griffiths

A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…

Computational Engineering, Finance, and Science · Computer Science 2026-04-02 Yuma Yamaoka , Seiichi Uchida , Shoji Toyota

We address the problem of observation noise misspecification in Bayesian filtering of dynamical systems via recent advances in generalised Bayesian inference. Mis-match in tail decay between the true data generating process and an assumed…

Statistics Theory · Mathematics 2026-05-27 Hans Reimann , Sebastian Reich

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

Unnormalized probability distributions are central to modeling complex physical systems across various scientific domains. Traditional sampling methods, such as Markov Chain Monte Carlo (MCMC), often suffer from slow convergence, critical…

Machine Learning · Computer Science 2025-10-27 Vikas Kanaujia , Vipul Arora

Data fusion plays an important role in many technical applications that require efficient processing of multimodal sensory observations. A prominent example is audiovisual signal processing, which has gained increasing attention in…

Computer Vision and Pattern Recognition · Computer Science 2019-03-15 Christopher Schymura , Dorothea Kolossa