Patch-Based Deep Kernel Learning for Data Assimilation and Bias Correction with Extremely Sparse Observations

arXiv:2610.41596v1 Announce Type: new Abstract: Data Assimilation (DA) reconstructs the state of a spatio-temporal system by combining sensor observations with the output of a numerical model. Since model states are high-dimensional while observations cover only a small fraction of the domain, DA is a challenging large-scale estimation problem, central to weather forecasting and oceanography. Classical variational methods such as 3D-Var rely on a hand-crafted background error covariance that assumes unbiased errors, and therefore cannot capture state-dependent correlations or systematic model biases. Moreover, their cost grows with the size of the domain. Deep learning (DL) methods can perform DA and bias correction (BC) non-linearly, but typically offer limited interpretability and no calibrated uncertainty estimates. We propose a hybrid framework that couples a convolutional neural network (CNN) with a learnable-kernel Gaussian Process (GP) to jointly perform DA and BC from extremely sparse observations. The model is trained end-to-end by maximizing the marginal log-likelihood, learns a data-driven covariance over the whole grid, and provides both the Maximum A Posteriori analysis and its uncertainty by design. A patch-based strategy reduces the $O(N^3)$ training cost of exact GPs over $N$ grid points to $O(N)$ for a fixed patch size. Inference remains exact and only requires solving a linear system whose $O(m^3)$ cost depends on the number of observations $m \ll N$, not on the domain. The learned covariance can also replace the hand-crafted one in 3D-Var, improving its accuracy without changing the variational formulation. Experiments on sea surface temperature and salinity, with both synthetic and real, extremely sparse in-situ observations, show that the framework outperforms 3D-Var, a classical GP and a competing DL model, while reducing inference time by more than 98% with respect to 3D-Var.