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math.OC2024
Preserving Nonlinear Constraints in Variational Flow Filtering Data Assimilation
Amit N. Subrahmanya, Andrey A. Popov, Reid J. Gomillion +1
Data assimilation aims to estimate the states of a dynamical system by optimally combining sparse and noisy observations of the physical system with uncertain forecasts produced by…
cs.CE2024★ 5 cited
Improving the Adaptive Moment Estimation (ADAM) stochastic optimizer through an Implicit-Explicit (IMEX) time-stepping approach
Abhinab Bhattacharjee, Andrey A. Popov, Arash Sarshar +1
The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learnin…