Stuart, A. M. (2008) Data assimilation : inverse problems in dynamical systems. In: Conference on Monte Carlo Methods : Theory and Applications, Brown University, Providence, RI, 25-36 Apr 2008 (Unpublished)

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Abstract

Data assimilation is a subject whose genesis has been driven primarily by applied researchers in the atmospheric and geophysical sciences. At its heart is a very high dimensional inverse problem in dynamical systems. In order to reveal the inherent mathematical structure I will formulate this as a Bayesian inference problem on function space, and show that this problem is well-posed. I will then demonstrate how this formulation leads to the construction of efficient MCMC-based sampling methods. The basic idea underlying these methods is that MCMC methods defined on function space are robust under discretization.

Item Type:	Conference Item (Paper)
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Mathematics
Official Date:	25 April 2008
Dates:	Date Event 25 April 2008 Published
Status:	Not Peer Reviewed
Publication Status:	Unpublished
Version or Related Resource:	Stuart, A. M. (2008). Data assimilation : inverse problems in dynamical systems. In: Numerical Modelling of Complex Dynamical Systems. Leiden, The Netherlands, 6-9 May 2008.
Conference Paper Type:	Paper
Title of Event:	Conference on Monte Carlo Methods : Theory and Applications
Type of Event:	Conference
Location of Event:	Brown University, Providence, RI
Date(s) of Event:	25-36 Apr 2008

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