Probabilistic Forecasting and Bayesian Data Assimilation

Nonfiction, Science & Nature, Mathematics, Computers, General Computing, Reference & Language, Language Arts
Cover of the book Probabilistic Forecasting and Bayesian Data Assimilation by Sebastian Reich, Colin Cotter, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Sebastian Reich, Colin Cotter ISBN: 9781316288788
Publisher: Cambridge University Press Publication: May 14, 2015
Imprint: Cambridge University Press Language: English
Author: Sebastian Reich, Colin Cotter
ISBN: 9781316288788
Publisher: Cambridge University Press
Publication: May 14, 2015
Imprint: Cambridge University Press
Language: English

In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

More books from Cambridge University Press

Cover of the book Expert Adjustments of Model Forecasts by Sebastian Reich, Colin Cotter
Cover of the book The Art of Astrophotography by Sebastian Reich, Colin Cotter
Cover of the book An Introduction to Music Studies by Sebastian Reich, Colin Cotter
Cover of the book Grassmannian Geometry of Scattering Amplitudes by Sebastian Reich, Colin Cotter
Cover of the book The Cambridge Companion to Pop and Rock by Sebastian Reich, Colin Cotter
Cover of the book Constituents Before Assembly by Sebastian Reich, Colin Cotter
Cover of the book The Semantic Web Explained by Sebastian Reich, Colin Cotter
Cover of the book The Decline of Mercy in Public Life by Sebastian Reich, Colin Cotter
Cover of the book Decision Making by the Modern Supreme Court by Sebastian Reich, Colin Cotter
Cover of the book Constitutional Change and Democracy in Indonesia by Sebastian Reich, Colin Cotter
Cover of the book Descartes: Selected Philosophical Writings by Sebastian Reich, Colin Cotter
Cover of the book Knowledge, Thought, and the Case for Dualism by Sebastian Reich, Colin Cotter
Cover of the book The Invisible Constitution in Comparative Perspective by Sebastian Reich, Colin Cotter
Cover of the book The Sperm Cell by Sebastian Reich, Colin Cotter
Cover of the book Justice in Asia and the Pacific Region, 1945–1952 by Sebastian Reich, Colin Cotter
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy