Topological Approach for Data Assimilation
- URL: http://arxiv.org/abs/2411.18627v1
- Date: Tue, 12 Nov 2024 20:24:46 GMT
- Title: Topological Approach for Data Assimilation
- Authors: Max M. Chumley, Firas A. Khasawneh,
- Abstract summary: We introduce a new data assimilation algorithm with a foundation in topological data analysis.
By leveraging the differentiability of functions of persistence, gradient descent optimization is used to minimize topological differences between measurements and forecast predictions.
- Score: 0.4972323953932129
- License:
- Abstract: Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data, machine learning models often deviate from the true system states over time and need to be continually updated as new measurements are taken using data assimilation. Classical data assimilation algorithms typically require knowledge of the measurement noise statistics which may be unknown. In this paper, we introduce a new data assimilation algorithm with a foundation in topological data analysis. By leveraging the differentiability of functions of persistence, gradient descent optimization is used to minimize topological differences between measurements and forecast predictions by tuning data driven model coefficients without using noise information from the measurements. We describe the method and focus on its capabilities performance using the chaotic Lorenz system as an example.
Related papers
- Diffusion posterior sampling for simulation-based inference in tall data settings [53.17563688225137]
Simulation-based inference ( SBI) is capable of approximating the posterior distribution that relates input parameters to a given observation.
In this work, we consider a tall data extension in which multiple observations are available to better infer the parameters of the model.
We compare our method to recently proposed competing approaches on various numerical experiments and demonstrate its superiority in terms of numerical stability and computational cost.
arXiv Detail & Related papers (2024-04-11T09:23:36Z) - Towards Learning Stochastic Population Models by Gradient Descent [0.0]
We show that simultaneous estimation of parameters and structure poses major challenges for optimization procedures.
We demonstrate accurate estimation of models but find that enforcing the inference of parsimonious, interpretable models drastically increases the difficulty.
arXiv Detail & Related papers (2024-04-10T14:38:58Z) - eXponential FAmily Dynamical Systems (XFADS): Large-scale nonlinear Gaussian state-space modeling [9.52474299688276]
We introduce a low-rank structured variational autoencoder framework for nonlinear state-space graphical models.
We show that our approach consistently demonstrates the ability to learn a more predictive generative model.
arXiv Detail & Related papers (2024-03-03T02:19:49Z) - Gaussian process learning of nonlinear dynamics [0.0]
We propose a new method that learns nonlinear dynamics through a Bayesian inference of characterizing model parameters.
We will discuss the applicability of the proposed method to several typical scenarios for dynamical systems.
arXiv Detail & Related papers (2023-12-19T14:27:26Z) - Mixed Effects Neural ODE: A Variational Approximation for Analyzing the
Dynamics of Panel Data [50.23363975709122]
We propose a probabilistic model called ME-NODE to incorporate (fixed + random) mixed effects for analyzing panel data.
We show that our model can be derived using smooth approximations of SDEs provided by the Wong-Zakai theorem.
We then derive Evidence Based Lower Bounds for ME-NODE, and develop (efficient) training algorithms.
arXiv Detail & Related papers (2022-02-18T22:41:51Z) - Learning continuous models for continuous physics [94.42705784823997]
We develop a test based on numerical analysis theory to validate machine learning models for science and engineering applications.
Our results illustrate how principled numerical analysis methods can be coupled with existing ML training/testing methodologies to validate models for science and engineering applications.
arXiv Detail & Related papers (2022-02-17T07:56:46Z) - A Priori Denoising Strategies for Sparse Identification of Nonlinear
Dynamical Systems: A Comparative Study [68.8204255655161]
We investigate and compare the performance of several local and global smoothing techniques to a priori denoise the state measurements.
We show that, in general, global methods, which use the entire measurement data set, outperform local methods, which employ a neighboring data subset around a local point.
arXiv Detail & Related papers (2022-01-29T23:31:25Z) - Using Data Assimilation to Train a Hybrid Forecast System that Combines
Machine-Learning and Knowledge-Based Components [52.77024349608834]
We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is noisy partial measurements.
We show that by using partial measurements of the state of the dynamical system, we can train a machine learning model to improve predictions made by an imperfect knowledge-based model.
arXiv Detail & Related papers (2021-02-15T19:56:48Z) - Model-Based Deep Learning [155.063817656602]
Signal processing, communications, and control have traditionally relied on classical statistical modeling techniques.
Deep neural networks (DNNs) use generic architectures which learn to operate from data, and demonstrate excellent performance.
We are interested in hybrid techniques that combine principled mathematical models with data-driven systems to benefit from the advantages of both approaches.
arXiv Detail & Related papers (2020-12-15T16:29:49Z) - Data Assimilation Networks [1.5545257664210517]
Data assimilation aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations.
We propose a fully data driven deep learning architecture generalizing recurrent Elman networks and data assimilation algorithms.
Our architecture achieves comparable performance to EnKF on both the analysis and the propagation of probability density functions of the system state at a given time without using any explicit regularization technique.
arXiv Detail & Related papers (2020-10-19T17:35:36Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.