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 Lengthening the Arm of the Law by Sebastian Reich, Colin Cotter
Cover of the book The Kings of Mississippi by Sebastian Reich, Colin Cotter
Cover of the book The New Cambridge History of Islam: Volume 5, The Islamic World in the Age of Western Dominance by Sebastian Reich, Colin Cotter
Cover of the book The Postcolonial Unconscious by Sebastian Reich, Colin Cotter
Cover of the book A Global Introduction to Baptist Churches by Sebastian Reich, Colin Cotter
Cover of the book Bribery and Corruption in Weak Institutional Environments by Sebastian Reich, Colin Cotter
Cover of the book Chinese and Indian Strategic Behavior by Sebastian Reich, Colin Cotter
Cover of the book Schooling Across the Globe by Sebastian Reich, Colin Cotter
Cover of the book The Implementation of the Findings of the African Commission on Human and Peoples' Rights by Sebastian Reich, Colin Cotter
Cover of the book Ancient Kanesh by Sebastian Reich, Colin Cotter
Cover of the book The Cambridge Companion to the Hellenistic World by Sebastian Reich, Colin Cotter
Cover of the book Principles of Conflict Economics by Sebastian Reich, Colin Cotter
Cover of the book The International Criminal Court and Complementarity by Sebastian Reich, Colin Cotter
Cover of the book The Jew, the Cathedral and the Medieval City by Sebastian Reich, Colin Cotter
Cover of the book Reading the Victory Ode 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