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1. A causality-based learning approach for discovering the underlying dynamics of complex systems from partial observations with stochastic parameterization

   https://doi.org/10.1016/j.physd.2023.133743  

   Chen, Nan; Zhang, Yinling (July 2023, Physica D: Nonlinear Phenomena)

   Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about incorrect physics in the presence of random noise and cannot easily handle the situation with incomplete data. In this paper, a new iterative learning algorithm for complex turbulent systems with partial observations is developed that alternates between identifying model structures, recovering unobserved variables, and estimating parameters. First, a causality-based learning approach is utilized for the sparse identification of model structures, which takes into account certain physics knowledge that is pre-learned from data. It has unique advantages in coping with indirect coupling between features and is robust to stochastic noise. A practical algorithm is designed to facilitate causal inference for high-dimensional systems. Next, a systematic nonlinear stochastic parameterization is built to characterize the time evolution of the unobserved variables. Closed analytic formula via efficient nonlinear data assimilation is exploited to sample the trajectories of the unobserved variables, which are then treated as synthetic observations to advance a rapid parameter estimation. Furthermore, the localization of the state variable dependence and the physics constraints are incorporated into the learning procedure. This mitigates the curse of dimensionality and prevents the finite time blow-up issue. Numerical experiments show that the new algorithm identifies the model structure and provides suitable stochastic parameterizations for many complex nonlinear systems with chaotic dynamics, spatiotemporal multiscale structures, intermittency, and extreme events. 

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2. Dynamical Gaussian, lognormal, and reverse lognormal maximum‐likelihood ensemble filter

   https://doi.org/10.1002/qj.4706  

   Van_Loon, Senne; Fletcher, Steven J; Zupanski, Milija (April 2024, Quarterly Journal of the Royal Meteorological Society)

   We present a non‐Gaussian ensemble data assimilation method based on the maximum‐likelihood ensemble filter, which allows for any combination of Gaussian, lognormal, and reverse lognormal errors in both the background and the observations. The technique is fully nonlinear, does not require a tangent linear model, and uses a Hessian preconditioner to minimise the cost function efficiently in ensemble space. When the Gaussian assumption is relaxed, the results show significant improvements in the analysis skill within two atmospheric toy models, and the performance of data assimilation systems for (semi)bounded variables is expected to improve. 

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3. A Nonlinear Data Assimilation Algorithm with Closed-Form Approximations for Multi-Layer Flow Fields

   https://doi.org/10.1175/MWR-D-24-0277.1  

   Wang, Zhongrui; Chen, Nan; Qi, Di (September 2025, Monthly Weather Review)

   Abstract State estimation in multi-layer turbulent flow fields with only a single layer of partial observation remains a challenging yet practically important task. Applications include inferring the state of the deep ocean by exploiting surface observations. Directly implementing an ensemble Kalman filter based on the full forecast model is usually expensive. One widely used method in practice projects the information of the observed layer to other layers via linear regression. However, large errors appear when nonlinearity in the highly turbulent flow field becomes dominant. In this paper, we develop a multi-step nonlinear data assimilation method that involves the sequential application of nonlinear assimilation steps across layers. Unlike traditional linear regression approaches, a conditional Gaussian nonlinear system is adopted as the approximate forecast model to characterize the nonlinear dependence between adjacent layers. At each step, samples drawn from the posterior of the current layer are treated as pseudo-observations for the next layer. Each sample is assimilated using analytic formulae for the posterior mean and covariance. The resulting Gaussian posteriors are then aggregated into a Gaussian mixture. Therefore, the method can capture strongly turbulent features, particularly intermittency and extreme events, and more accurately quantify the inherent uncertainty. Applications to the two-layer quasi-geostrophic system with Lagrangian data assimilation demonstrate that the multi-step method outperforms the one-step method, particularly as the tracer number and ensemble size increase. Results also show that the multi-step CGDA is particularly effective for assimilating frequent, high-accuracy observations, which are scenarios where traditional EnKF methods may suffer from catastrophic filter divergence. 

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4. Inference of dynamic systems from noisy and sparse data via manifold-constrained Gaussian processes

   https://doi.org/10.1073/pnas.2020397118  

   Yang, Shihao; Wong, Samuel W.; Kou, S. C. (April 2021, Proceedings of the National Academy of Sciences)

   null (Ed.)

   Parameter estimation for nonlinear dynamic system models, represented by ordinary differential equations (ODEs), using noisy and sparse data, is a vital task in many fields. We propose a fast and accurate method, manifold-constrained Gaussian process inference (MAGI), for this task. MAGI uses a Gaussian process model over time series data, explicitly conditioned on the manifold constraint that derivatives of the Gaussian process must satisfy the ODE system. By doing so, we completely bypass the need for numerical integration and achieve substantial savings in computational time. MAGI is also suitable for inference with unobserved system components, which often occur in real experiments. MAGI is distinct from existing approaches as we provide a principled statistical construction under a Bayesian framework, which incorporates the ODE system through the manifold constraint. We demonstrate the accuracy and speed of MAGI using realistic examples based on physical experiments. 

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5. A conditional density estimation partition model using logistic Gaussian processes

   https://doi.org/10.1093/biomet/asz064  

   Payne, R D; Guha, N; Ding, Y; Mallick, B K (December 2019, Biometrika)

   Summary Conditional density estimation seeks to model the distribution of a response variable conditional on covariates. We propose a Bayesian partition model using logistic Gaussian processes to perform conditional density estimation. The partition takes the form of a Voronoi tessellation and is learned from the data using a reversible jump Markov chain Monte Carlo algorithm. The methodology models data in which the density changes sharply throughout the covariate space, and can be used to determine where important changes in the density occur. The Markov chain Monte Carlo algorithm involves a Laplace approximation on the latent variables of the logistic Gaussian process model which marginalizes the parameters in each partition element, allowing an efficient search of the approximate posterior distribution of the tessellation. The method is consistent when the density is piecewise constant in the covariate space or when the density is Lipschitz continuous with respect to the covariates. In simulation and application to wind turbine data, the model successfully estimates the partition structure and conditional distribution. 

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