feature-based data assimilation in geophysics

Abstract

Many applications in science require that computational models and data be combined. In a Bayesian framework, this is usually done by defining likelihoods based on the mismatch of model outputs and data. However, matching model outputs and data in this way can be unnecessary or impossible. For example, using large amounts of steady state data is unnecessary because these data are redundant. It is numerically difficult to assimilate data in chaotic systems. It is often impossible to assimilate data of a complex system into a low-dimensional model. As a specific example, consider a low-dimensional stochastic model for the dipole of the Earth's magnetic field, while other field components are ignored in the model. The above issues can be addressed by selecting features of the data, and defining likelihoods based on the features, rather than by the usual mismatch of model output and data. Our goal is to contribute to a fundamental understanding of such a feature-based approach that allows us to assimilate selected aspects of data into models. We also explain how the feature-based approach can be interpreted as a method for reducing an effective dimension and derive new noise models, based on perturbed observations, that lead to computationally efficient solutions. Numerical implementations of our ideas are illustrated in four examples.