arXiv subjects

Marios Andreou

Publications and source records attributed to Marios Andreou.

8 recordsLinked to original sources

arXiv2026

Mechanisms and Pathways of Extreme Events in Partially-Observed Stochastic Dynamical Systems

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies have mainly focused on the statistics, sampling, forecasting, and attribution of extremes from observable variables. In this paper, we develop a mathematical framework for studying the mechanisms and pathways of extreme events in partially-observed stochastic dynamical systems with hidden variables. By integrating data assimilation with information-theoretic and trajectory-based diagnostics, we infer latent precursor dynamics from observations, quantify their uncertainty, and determine how their influence propagates toward observed extreme events. Conditional Gaussian models provide a tractable analytical setting for deriving closed-form diagnostics, while the framework extends through numerical methods. The analysis proceeds from two complementary perspectives. From a trajectory-wise viewpoint, we compare filtering and smoothing distributions to identify the onset of hidden precursors and quantify temporal influence. From a statistical viewpoint, we construct event-conditioned hidden-state distributions to identify sensitive triggering directions, latent pathways, and multiple classes of extreme-event mechanisms through clustering. Three numerical examples illustrate the methodology. In an intermittent stochastic model, hidden damping dynamics emerge before observed bursts, where discrepancies between the filter and smoother provide an onset diagnostic. In a stochastic model with damping and forcing, separate damping-induced, forcing-driven, and mixed pathways to extremes are identified. In a nonlinear topographic-flow model, distinct mechanisms and pathways for blocking and unblocking patterns associated with observed extreme events are revealed.

math.DS↗

arXiv2026

A Continuous-Time Ensemble Kalman-Bucy Smoother for Causal Inference and Model Discovery

Data assimilation (DA) integrates observational information with model predictions to improve state estimation in complex systems. While filtering provides the basis for online forecasts by using only past and present observations, it can exhibit delays and biases when the underlying dynamics evolve rapidly or undergo regime transitions. Smoothing, which additionally incorporates future observations, provides a natural pipeline for hindcasting and reanalysis that yields an uncertainty reduction beyond the filter. This paper introduces an ensemble Kalman-Bucy smoother (EnKBS) for continuous-time DA of nonlinear dynamical systems, where the smoother's conditional distributions are reconstructed using ensemble moments. The result is a derivative-free framework that does not require explicit computation of tangent-linear or adjoint models, which converges to the exact smoother solution at the infinite-ensemble limit for a wide class of complex systems. Incorporating standard regularization techniques for high-dimensional systems, such as covariance localization and inflation, the skill of the EnKBS is demonstrated in various important scientific problems. By integrating future observations, which reveal the underlying causal mechanisms for retrospective state updates, the EnKBS is used for Bayesian-based inference of causal relationships and their temporal influence range in a dyadic trigger-feedback model and the development of a causality-driven iterative learning algorithm that identifies the structure and recovers the hidden parameters of a nonlinear reduced-order model mimicking midlatitude atmospheric circulation. Notably, both tasks remain effective with an ensemble size of $O(10)$ under partial observations, suggesting that EnKBS can support the instantaneous discovery of high-dimensional complex systems over time.

math.NA↗

arXiv2025

Bridging Prediction and Attribution: Identifying Forward and Backward Causal Influence Ranges Using Assimilative Causal Inference

Causal inference identifies cause-and-effect relationships between variables. While traditional approaches rely on data to reveal causal links, a recently developed method, assimilative causal inference (ACI), integrates observations with dynamical models. It utilizes Bayesian data assimilation to trace causes back from observed effects by quantifying the reduction in uncertainty. ACI advances the detection of instantaneous causal relationships and the intermittent reversal of causal roles over time. Beyond identifying causal connections, an equally important challenge is determining the associated causal influence range (CIR), indicating when causal influences emerged and for how long they persist. In this paper, ACI is employed to develop mathematically rigorous formulations of both forward and backward CIRs at each time. The forward CIR quantifies the temporal impact of a cause, while the backward CIR traces the onset of triggers for an observed effect, thus characterizing causal predictability and attribution of outcomes at each transient phase, respectively. Objective and robust metrics for both CIRs are introduced, eliminating the need for empirical thresholds. Computationally efficient approximation algorithms to compute CIRs are developed, which facilitate the use of closed-form expressions for a broad class of nonlinear dynamical systems. Numerical simulations demonstrate how this forward and backward CIR framework provides new possibilities for probing complex dynamical systems. It advances the study of bifurcation-driven and noise-induced tipping points in Earth systems, investigates the impact from resolving the interfering variables when determining the influence ranges, and elucidates atmospheric blocking mechanisms in the equatorial region. These results have direct implications for science, policy, and decision-making.

stat.ML↗

arXiv2025

Assimilative Causal Inference

Causal inference is fundamental across scientific disciplines, yet existing methods struggle to capture instantaneous, time-evolving causal relationships in complex, high-dimensional systems. In this paper, assimilative causal inference (ACI) is developed, which is a methodological framework that leverages Bayesian data assimilation to trace causes backward from observed effects. ACI solves the inverse problem rather than quantifying forward influence. It uniquely identifies dynamic causal interactions without requiring observations of candidate causes, accommodates short datasets, and, in principle, can be implemented in high-dimensional settings by employing efficient data assimilation algorithms. Crucially, it provides online tracking of causal roles that may reverse intermittently and facilitates a mathematically rigorous criterion for the causal influence range, revealing how far effects propagate. The effectiveness of ACI is demonstrated by complex dynamical systems showcasing intermittency and extreme events. ACI opens valuable pathways for studying complex systems, where transient causal structures are critical.

cs.LG↗

arXiv2024

An Adaptive Online Smoother with Closed-Form Solutions and Information-Theoretic Lag Selection for Conditional Gaussian Nonlinear Systems

Data assimilation (DA) combines partial observations with dynamical models to improve state estimation. Filter-based DA uses only past and present data and is the prerequisite for real-time forecasts. Smoother-based DA exploits both past and future observations. It aims to fill in missing data, provide more accurate estimations, and develop high-quality datasets. However, the standard smoothing procedure requires using all historical state estimations, which is storage-demanding, especially for high-dimensional systems. This paper develops an adaptive-lag online smoother for a large class of complex dynamical systems with strong nonlinear and non-Gaussian features, which has important applications to many real-world problems. The adaptive lag allows the utilization of observations only within a nearby window, thus reducing computational complexity and storage needs. Online lag adjustment is essential for tackling turbulent systems, where temporal autocorrelation varies significantly over time due to intermittency, extreme events, and nonlinearity. Based on the uncertainty reduction in the estimated state, an information criterion is developed to systematically determine the adaptive lag. Notably, the mathematical structure of these systems facilitates the use of closed analytic formulae to calculate the online smoother and adaptive lag, avoiding empirical tunings as in ensemble-based DA methods. The adaptive online smoother is applied to studying three important scientific problems. First, it helps detect online causal relationships between state variables. Second, the advantage of reduced computational storage expenditure is illustrated via Lagrangian DA, a high-dimensional nonlinear problem. Finally, the adaptive smoother advances online parameter estimation with partial observations, emphasizing the role of the observed extreme events in accelerating convergence.

eess.SY↗

arXiv2024

A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems

The conditional Gaussian nonlinear system (CGNS) is a broad class of nonlinear stochastic dynamical systems. Given the trajectories for a subset of state variables, the remaining follow a Gaussian distribution. Despite the conditionally linear structure, the CGNS exhibits strong nonlinearity, thus capturing many non-Gaussian characteristics observed in nature through its joint and marginal distributions. Desirably, it enjoys closed analytic formulae for the time evolution of its conditional Gaussian statistics, which facilitate the study of data assimilation and other related topics. In this paper, we develop a martingale-free approach to improve the understanding of CGNSs. This methodology provides a tractable approach to proving the time evolution of the conditional statistics by deriving results through time discretization schemes, with the continuous-time regime obtained via a formal limiting process as the discretization time-step vanishes. This discretized approach further allows for developing analytic formulae for optimal posterior sampling of unobserved state variables with correlated noise. These tools are particularly valuable for studying extreme events and intermittency and apply to high-dimensional systems. Moreover, the approach improves the understanding of different sampling methods in characterizing uncertainty. The effectiveness of the framework is demonstrated through a physics-constrained, triad-interaction climate model with cubic nonlinearity and state-dependent cross-interacting noise.

math.DS↗

arXiv2024

Taming Uncertainty in a Complex World: The Rise of Uncertainty Quantification -- A Tutorial for Beginners

This paper provides a tutorial about uncertainty quantification (UQ) for those who have no background but are interested in learning more in this area. It exploits many very simple examples, which are understandable to undergraduates, to present the ideas of UQ. Topics include characterizing uncertainties using information theory, UQ in linear and nonlinear dynamical systems, UQ via data assimilation, the role of uncertainty in diagnostics, and UQ in advancing efficient modeling. The surprisingly simple examples in each topic explain why and how UQ is essential. Both MATLAB and Python codes are made available for these simple examples.

math.DS↗

arXiv2024

Statistical Response of ENSO Complexity to Initial Condition and Model Parameter Perturbations

Studying the response of a climate system to perturbations has practical significance. Standard methods in computing the trajectory-wise deviation caused by perturbations may suffer from the chaotic nature that makes the model error dominate the true response after a short lead time. Statistical response, which computes the return described by the statistics, provides a systematic way of reaching robust outcomes with an appropriate quantification of the uncertainty and extreme events. In this paper, information theory is applied to compute the statistical response and find the most sensitive perturbation direction of different El Ni\~no-Southern Oscillation (ENSO) events to initial value and model parameter perturbations. Depending on the initial phase and the time horizon, different state variables contribute to the most sensitive perturbation direction. While initial perturbations in sea surface temperature (SST) and thermocline depth usually lead to the most significant response of SST at short- and long-range, respectively, initial adjustment of the zonal advection can be crucial to trigger strong statistical responses at medium-range around 5 to 7 months, especially at the transient phases between El Ni\~no and La Ni\~na. It is also shown that the response in the variance triggered by external random forcing perturbations, such as the wind bursts, often dominates the mean response, making the resulting most sensitive direction very different from the trajectory-wise methods. Finally, despite the strong non-Gaussian climatology distributions, using Gaussian approximations in the information theory is efficient and accurate for computing the statistical response, allowing the method to be applied to sophisticated operational systems.

physics.ao-ph↗