相关论文: Data Assimilation in Optimal Transport Framework

This paper presents an approach for employing artificial neural networks (NN) to emulate an ensemble Kalman filter (EnKF) as a method of data assimilation. The assimilation methods are tested in the Simplified Parameterizations…

We present a method to extract temporal hypergraphs from sequences of 2-dimensional functions obtained as solutions to Optimal Transport problems. We investigate optimality principles exhibited by these solutions from the point of view of…

Variational data assimilation optimizes for an initial state of a dynamical system such that its evolution fits observational data. The physical model can subsequently be evolved into the future to make predictions. This principle is a…

We introduce optimal transport based resampling in adaptive SMC. We consider elliptic inverse problems of inferring hydraulic conductivity from pressure measurements. We consider two parametrizations of hydraulic conductivity: by Gaussian…

This paper presents a new optimal filter namely past observation-based extended Kalman filter for the problem of localization of Internet-based mobile robot in which the control input and the feedback measurement suffer from communication…

We present a novel neural-networks-based algorithm to compute optimal transport maps and plans for strong and weak transport costs. To justify the usage of neural networks, we prove that they are universal approximators of transport plans…

For multi-target tracking, target representation plays a crucial rule in performance. State-of-the-art approaches rely on the deep learning-based visual representation that gives an optimal performance at the cost of high computational…

This article presents a general approximation-theoretic framework to analyze measure transport algorithms for probabilistic modeling. A primary motivating application for such algorithms is sampling -- a central task in statistical…

Data assimilation is a Bayesian inference process that obtains an enhanced understanding of a physical system of interest by fusing information from an inexact physics-based model, and from noisy sparse observations of reality. The…

Learning-based filtering has demonstrated strong performance in non-linear dynamical systems, particularly when the statistics of noise are unknown. However, in real-world deployments, environmental factors, such as changing wind conditions…

Reconstruction of turbulent flow based on data assimilation methods is of significant importance for improving the estimation of flow characteristics by incorporating limited observations. Existing works mainly focus on using only one…

Controlled interacting particle systems such as the ensemble Kalman filter (EnKF) and the feedback particle filter (FPF) are numerical algorithms to approximate the solution of the nonlinear filtering problem in continuous time. The…

Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…

In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications. We first formulate classic Kalman smoothing as a least…

We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…

Optimal transport has become part of the standard quantitative economics toolbox. It is the framework of choice to describe models of matching with transfers, but beyond that, it allows to: extend quantile regression; identify discrete…

Data assimilation (DA) is a key component of many forecasting models in science and engineering. DA allows one to estimate better initial conditions using an imperfect dynamical model of the system and noisy/sparse observations available…

We propose a novel approach based on optimal transport (OT) for tackling the problem of highly mixed data in blind hyperspectral unmixing. Our method constrains the distribution of the estimated abundance matrix to resemble a targeted…

A physics-based methodology for the determination of the localization function for the Ensemble Kalman Filter (EnKF) is proposed. The spatial features of such function evolve dynamically over time according to the relevant instantaneous…

Data assimilation provides algorithms for widespread applications in various fields. It is of practical use to deal with a large amount of information in the complex system that is hard to estimate. Weather forecasting is one of the…