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 reasonable problems, it can be moderate even when the number of variables is huge. We then analyze several data assimilation algorithms, including particle filters and variational methods. We show that well-designed particle filters can solve most of those data assimilation problems that can be solved in principle and compare the conditions under which variational methods can succeed to the conditions required of particle filters. We also discuss the limitations of our analysis. Key Points Data assimilatio...
We introduce a framework for data assimilation (DA) in which the data is split into multiple sets co...
Recent works in the machine learning community have started to combine two classical statistical con...
This dissertation compares and contrasts large-scale optimization algorithms in the use of variation...
National audienceThe basic purpose of data assimilation is to combine different sources of informati...
Particle Filters are Monte-Carlo methods used for Bayesian Inference. Bayesian Inference is based on...
Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and a...
New ways of combining observations with numerical models are discussed in which the size of the stat...
Almost all research fields in geosciences use numerical models and observations and combine these usi...
. The aim of data assimilation is to infer the state of a system from a geophysical model and possib...
This book contains two review articles on nonlinear data assimilation that deal with closely related...
Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in...
Data assimilation transfers information from observations of a complex system to physically-based sy...
The aim of data assimilation is to infer the state of a system from a geophysical model and possibly...
This dissertation's ultimate goal is to provide solutions to two problems that the promising data as...
Particle filters are a class of data-assimilation schemes which, unlike current operational data-ass...
We introduce a framework for data assimilation (DA) in which the data is split into multiple sets co...
Recent works in the machine learning community have started to combine two classical statistical con...
This dissertation compares and contrasts large-scale optimization algorithms in the use of variation...
National audienceThe basic purpose of data assimilation is to combine different sources of informati...
Particle Filters are Monte-Carlo methods used for Bayesian Inference. Bayesian Inference is based on...
Importance sampling algorithms are discussed in detail, with an emphasis on implicit sampling, and a...
New ways of combining observations with numerical models are discussed in which the size of the stat...
Almost all research fields in geosciences use numerical models and observations and combine these usi...
. The aim of data assimilation is to infer the state of a system from a geophysical model and possib...
This book contains two review articles on nonlinear data assimilation that deal with closely related...
Particle filters contain the promise of fully nonlinear data assimilation. They have been applied in...
Data assimilation transfers information from observations of a complex system to physically-based sy...
The aim of data assimilation is to infer the state of a system from a geophysical model and possibly...
This dissertation's ultimate goal is to provide solutions to two problems that the promising data as...
Particle filters are a class of data-assimilation schemes which, unlike current operational data-ass...
We introduce a framework for data assimilation (DA) in which the data is split into multiple sets co...
Recent works in the machine learning community have started to combine two classical statistical con...
This dissertation compares and contrasts large-scale optimization algorithms in the use of variation...