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Abstract This paper identifies and explains particular differences and properties of adjoint-free iterative ensemble methods initially developed for parameter estimation in petroleum models. The aim is to demonstrate the methods’ potential for sequential data assimilation in coupled and multiscale unstable dynamical systems. For this study, we have introduced a new nonlinear and coupled multiscale model based on two Kuramoto–Sivashinsky equations operating on different scales where a coupling term relaxes the two model variables toward each other. This model provides a convenient testbed for studying data assimilation in highly nonlinear and coupled multiscale systems. We show that the model coupling leads to cross covariance between the two models’ variables, allowing for a combined update of both models. The measurements of one model’s variable will also influence the other and contribute to a more consistent estimate. Second, the new model allows us to examine the properties of iterative ensemble smoothers and assimilation updates over finite-length assimilation windows. We discuss the impact of varying the assimilation windows’ length relative to the model’s predictability time scale. Furthermore, we show that iterative ensemble smoothers significantly improve the solution’s accuracy compared to the standard ensemble Kalman filter update. Results and discussion provide an enhanced understanding of the ensemble methods’ potential implementation and use in operational weather- and climate-prediction systems. 

The disparity in the impact of COVID-19 on minority populations in the United States has been well established in the available data on deaths, case counts, and adverse outcomes. However, critical metrics used by public health officials and epidemiologists, such as a time dependent viral reproductive number (\begin{document}$$ R_t $$\end{document}), can be hard to calculate from this data especially for individual populations. Furthermore, disparities in the availability of testing, record keeping infrastructure, or government funding in disadvantaged populations can produce incomplete data sets. In this work, we apply ensemble data assimilation techniques which optimally combine model and data to produce a more complete data set providing better estimates of the critical metrics used by public health officials and epidemiologists. We employ a multi-population SEIR (Susceptible, Exposed, Infected and Recovered) model with a time dependent reproductive number and age stratified contact rate matrix for each population. We assimilate the daily death data for populations separated by ethnic/racial groupings using a technique called Ensemble Smoothing with Multiple Data Assimilation (ESMDA) to estimate model parameters and produce an \begin{document}$$R_t(n)$$\end{document} for the \begin{document}$$n^{th}$$\end{document} population. We do this with three distinct approaches, (1) using the same contact matrices and prior \begin{document}$$R_t(n)$$\end{document} for each population, (2) assigning contact matrices with increased contact rates for working age and older adults to populations experiencing disparity and (3) as in (2) but with a time-continuous update to \begin{document}$$R_t(n)$$\end{document}. We make a study of 9 U.S. states and the District of Columbia providing a complete time series of the pandemic in each and, in some cases, identifying disparities not otherwise evident in the aggregate statistics. 

This work demonstrates the efficiency of using iterative ensemble smoothers to estimate the parameters of an SEIR model. We have extended a standard SEIR model with age-classes and compartments of sick, hospitalized, and dead. The data conditioned on are the daily numbers of accumulated deaths and the number of hospitalized. Also, it is possible to condition the model on the number of cases obtained from testing. We start from a wide prior distribution for the model parameters; then, the ensemble conditioning leads to a posterior ensemble of estimated parameters yielding model predictions in close agreement with the observations. The updated ensemble of model simulations has predictive capabilities and include uncertainty estimates. In particular, we estimate the effective reproductive number as a function of time, and we can assess the impact of different intervention measures. By starting from the updated set of model parameters, we can make accurate short-term predictions of the epidemic development assuming knowledge of the future effective reproductive number. Also, the model system allows for the computation of long-term scenarios of the epidemic under different assumptions. We have applied the model system on data sets from several countries, i.e., the four European countries Norway, England, The Netherlands, and France; the province of Quebec in Canada; the South American countries Argentina and Brazil; and the four US states Alabama, North Carolina, California, and New York. These countries and states all have vastly different developments of the epidemic, and we could accurately model the SARS-CoV-2 outbreak in all of them. We realize that more complex models, e.g., with regional compartments, may be desirable, and we suggest that the approach used here should be applicable also for these models.