Probabilistic Forecasting and Bayesian Data Assimilation (Paperback)

Language: English

Published by Cambridge University Press, Cambridge, 2015

1107663911 / 9781107663916

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Paperback. 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. This book focuses on the Bayesian approach to data assimilation, outlining the subject's key ideas and concepts, and explaining how to implement specific data assimilation algorithms. It is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Title
Probabilistic Forecasting and Bayesian Data Assimilation (Paperback)
Author
Sebastian Reich
Publisher
Cambridge University Press, Cambridge
Publication year
2015
Condition
new
Binding
Paperback
Language
English
ISBN 10
1107663911
ISBN 13
9781107663916

CitiRetail

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