عنوان

Probabilistic forecasting and Bayesian data assimilation /

شابک

1107069394

شابک

1107663911

شابک

9781107069398

شابک

9781107663916

عنوان اصلي

Probabilistic forecasting and Bayesian data assimilation /

نام عام مواد

[Book]

نام نخستين پديدآور

Sebastian Reich, University of Potsdam and University of Reading, Colin Cotter, Imperial College, London.

محل نشرو پخش و غیره

Cambridge :

نام ناشر، پخش کننده و غيره

Cambridge University Press,

تاریخ نشرو بخش و غیره

2015.

نام خاص و کميت اثر

x, 297 pages :

ساير جزييات

illustrations ;

ابعاد

26 cm

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Prologue: how to produce forecasts -- Part I: Quantifying Uncertainty -- Introduction to probability -- Computational statistics -- Stochastic processes -- Bayesian inference -- Part II: Bayesian Data Assimilation -- Basic data assimilation algorithms -- McKean approach to data assimilation -- Data assimilation for spatio-temporal processes -- Dealing with imperfect models.

بدون عنوان

0

متن يادداشت

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.--

موضوع مستند نشده

Bayesian statistical decision theory.

موضوع مستند نشده

Probabilities.

موضوع مستند نشده

Uncertainty (Information theory)

موضوع مستند نشده

Bayesian statistical decision theory.

موضوع مستند نشده

Probabilities.

موضوع مستند نشده

Uncertainty (Information theory)

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Reich, Sebastian.

مستند نام اشخاص تاييد نشده

Cotter, Colin.

تاريخ عمليات

20200822145801.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y